+42.2%
LUV vs EME
+252.2%
-210.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.8% |
| 30D | -12.4% | -6.3% | -6.0% | -11.1% |
| 3M | -11.0% | -3.8% | -7.2% | -10.7% |
| 6M | -5.0% | +8.5% | -13.5% | -7.4% |
| YTD | -3.8% | +27.8% | -31.6% | -10.0% |
| 1Y | +25.9% | +22.2% | +3.7% | +17.8% |
| 3Y | +42.2% | +253.5% | -211.2% | -3.8% |
| All | +42.2% | +252.2% | -210.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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