-30.2%
LUV vs ELAN
-28.2%
-2.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.0% |
| 7D | -1.0% | -5.4% | +4.5% | +0.8% |
| 30D | -12.4% | +4.7% | -17.1% | -13.7% |
| 3M | -11.0% | -3.7% | -7.3% | -10.4% |
| 6M | -5.0% | -1.2% | -3.8% | -5.6% |
| YTD | -3.8% | +2.4% | -6.2% | -5.7% |
| 1Y | +25.9% | +23.4% | +2.5% | +15.8% |
| 3Y | +42.2% | +96.7% | -54.4% | +3.4% |
| 5Y | -10.8% | -30.6% | +19.8% | -5.6% |
| All | -30.2% | -28.2% | -2.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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