+25.9%
LUV vs ELF
-28.2%
+54.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | -1.0% | -11.6% | +10.7% | +0.6% |
| 30D | -12.4% | +4.6% | -17.0% | -12.9% |
| 3M | -11.0% | +59.7% | -70.7% | -16.5% |
| 6M | -5.0% | +21.2% | -26.2% | -9.0% |
| YTD | -3.8% | +27.4% | -31.2% | -7.8% |
| 1Y | +25.9% | -29.8% | +55.7% | +20.2% |
| All | +25.9% | -28.2% | +54.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling