+843.8%
LUV vs EL
+1,648.4%
-804.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.7% |
| 7D | +3.1% | +1.7% | +1.4% | +2.5% |
| 30D | -17.4% | +15.5% | -32.9% | -21.9% |
| 3M | -4.9% | +20.6% | -25.4% | -11.4% |
| 6M | -5.7% | +10.5% | -16.2% | -10.2% |
| YTD | -5.2% | -1.9% | -3.3% | -7.0% |
| 1Y | +24.1% | +16.1% | +8.0% | +14.1% |
| 3Y | +39.6% | -30.2% | +69.8% | +43.5% |
| 5Y | -12.5% | -67.4% | +54.9% | +14.1% |
| 10Y | +12.9% | +31.2% | -18.3% | -10.0% |
| All | +843.8% | +1,648.4% | -804.6% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling