-15.5%
LUV vs EQH
+234.7%
-250.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -12.4% | +2.8% | -15.2% | -13.8% |
| 3M | -11.0% | +23.1% | -34.1% | -21.3% |
| 6M | -5.0% | +41.4% | -46.4% | -22.6% |
| YTD | -3.8% | +14.3% | -18.0% | -12.0% |
| 1Y | +25.9% | +1.6% | +24.3% | +22.2% |
| 3Y | +42.2% | +102.7% | -60.5% | -8.7% |
| 5Y | -10.8% | +104.5% | -115.3% | -44.5% |
| All | -15.5% | +234.7% | -250.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 all: compounded portfolio wealth divided by compounded EQH 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…
all analysis · Full analysis span regression · 6 months rolling