+42.2%
LUV vs ELV
-2.1%
+44.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -1.0% | +3.2% | -4.2% | -1.5% |
| 30D | -12.4% | +5.4% | -17.7% | -13.2% |
| 3M | -11.0% | +5.4% | -16.3% | -12.2% |
| 6M | -5.0% | +45.7% | -50.7% | -13.0% |
| YTD | -3.8% | +21.2% | -25.0% | -8.6% |
| 1Y | +25.9% | +35.6% | -9.7% | +16.5% |
| 3Y | +42.2% | -2.0% | +44.2% | +40.4% |
| All | +42.2% | -2.1% | +44.4% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling