+29.6%
LUV vs EOSE
-49.1%
+78.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.9% | -8.6% | +1.4% |
| 7D | +0.4% | +19.0% | -18.6% | -1.1% |
| 30D | -18.4% | +1.6% | -20.0% | -18.8% |
| 3M | -3.2% | -52.0% | +48.8% | +0.4% |
| 6M | -14.8% | -42.5% | +27.7% | -13.4% |
| YTD | -2.9% | -66.1% | +63.3% | -1.2% |
| 1Y | +29.6% | -47.1% | +76.7% | +32.2% |
| All | +29.6% | -49.1% | +78.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling