+17.5%
LUV vs EMB
+30.3%
-12.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -1.2% | +0.2% | +0.6% |
| 30D | -12.4% | -1.3% | -11.1% | -10.8% |
| 3M | -11.0% | -1.8% | -9.2% | -8.6% |
| 6M | -5.0% | +0.2% | -5.2% | -4.3% |
| YTD | -3.8% | +0.4% | -4.2% | -3.1% |
| 1Y | +25.9% | +2.8% | +23.1% | +23.1% |
| 3Y | +42.2% | +29.1% | +13.1% | +5.9% |
| 5Y | -10.8% | +6.3% | -17.0% | -14.5% |
| All | +17.5% | +30.3% | -12.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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