+19.0%
LUV vs ELF
+303.8%
-284.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | -1.0% | -11.6% | +10.7% | +0.9% |
| 30D | -12.4% | +4.6% | -17.0% | -13.1% |
| 3M | -11.0% | +59.7% | -70.7% | -17.8% |
| 6M | -5.0% | +21.2% | -26.2% | -8.7% |
| YTD | -3.8% | +27.4% | -31.2% | -8.8% |
| 1Y | +25.9% | -29.8% | +55.7% | +28.4% |
| 3Y | +42.2% | -28.5% | +70.7% | +32.4% |
| 5Y | -10.8% | +220.0% | -230.8% | -41.9% |
| All | +19.0% | +303.8% | -284.8% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling