-12.3%
LUV vs EOSE
-70.0%
+57.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | -12.4% | -6.8% | -5.5% | -12.2% |
| 3M | -11.0% | -36.3% | +25.3% | -9.0% |
| 6M | -5.0% | -38.8% | +33.8% | -3.6% |
| YTD | -3.8% | -65.5% | +61.8% | -0.2% |
| 1Y | +25.9% | -45.3% | +71.2% | +25.2% |
| 3Y | +42.2% | +44.2% | -1.9% | +22.2% |
| All | -12.3% | -70.0% | +57.7% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling