-12.0%
LUV vs ELF
+217.8%
-229.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.6% |
| 7D | -0.1% | -10.8% | +10.7% | +1.4% |
| 30D | -14.6% | +0.8% | -15.4% | -14.8% |
| 3M | -5.7% | +64.8% | -70.5% | -12.0% |
| 6M | -8.4% | +19.0% | -27.4% | -11.3% |
| YTD | -5.1% | +25.9% | -31.1% | -9.1% |
| 1Y | +26.6% | -28.8% | +55.4% | +27.9% |
| 3Y | +39.7% | -29.6% | +69.3% | +27.5% |
| 5Y | -12.0% | +216.2% | -228.3% | -56.0% |
| All | -12.0% | +217.8% | -229.8% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling