-12.0%
LUV vs EL
-69.5%
+57.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.7% |
| 7D | -0.1% | -4.4% | +4.2% | +1.2% |
| 30D | -14.6% | +10.3% | -24.9% | -17.6% |
| 3M | -5.7% | +13.4% | -19.1% | -9.8% |
| 6M | -8.4% | +3.1% | -11.5% | -10.5% |
| YTD | -5.1% | -6.9% | +1.8% | -5.4% |
| 1Y | +26.6% | +11.9% | +14.7% | +18.5% |
| 3Y | +39.7% | -33.8% | +73.5% | +44.0% |
| 5Y | -12.0% | -69.0% | +56.9% | +19.0% |
| All | -12.0% | -69.5% | +57.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling