-12.0%
LUV vs ENB
+61.9%
-73.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +1.8% |
| 7D | -0.1% | -4.6% | +4.4% | +2.0% |
| 30D | -14.6% | -5.2% | -9.4% | -12.6% |
| 3M | -5.7% | -13.4% | +7.7% | +0.5% |
| 6M | -8.4% | -7.8% | -0.6% | -5.8% |
| YTD | -5.1% | +4.9% | -10.0% | -9.5% |
| 1Y | +26.6% | +3.2% | +23.3% | +21.6% |
| 3Y | +39.7% | +71.0% | -31.3% | -2.9% |
| 5Y | -12.0% | +64.0% | -76.0% | -37.1% |
| All | -12.0% | +61.9% | -73.9% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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