-0.4%
LUV vs EMB
+7.3%
-7.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +2.5% |
| 30D | +14.2% | +0.4% | +13.9% | +14.0% |
| 3M | +0.6% | -3.1% | +3.7% | +5.4% |
| 6M | +15.1% | -2.1% | +17.1% | +19.3% |
| YTD | +10.2% | -1.1% | +11.3% | +13.5% |
| 1Y | +38.4% | -0.1% | +38.5% | +41.0% |
| 3Y | +107.5% | +29.6% | +77.9% | +60.2% |
| All | -0.4% | +7.3% | -7.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling