-12.3%
LUV vs EQX
+83.7%
-95.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | -1.0% | -3.2% | +2.2% | -0.7% |
| 30D | -12.4% | +7.8% | -20.1% | -12.9% |
| 3M | -11.0% | +21.3% | -32.3% | -12.6% |
| 6M | -5.0% | -22.4% | +17.4% | -3.9% |
| YTD | -3.8% | -11.3% | +7.5% | -4.2% |
| 1Y | +25.9% | +13.5% | +12.4% | +22.7% |
| 3Y | +42.2% | +162.1% | -119.9% | +27.9% |
| All | -12.3% | +83.7% | -95.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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