+114.6%
LUV vs ES
+50.8%
+63.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +14.0% | +6.7% | +7.3% | +12.3% |
| 3M | +2.6% | +0.3% | +2.2% | +2.4% |
| 6M | +17.3% | +7.4% | +9.9% | +15.2% |
| YTD | +14.0% | +8.4% | +5.6% | +11.1% |
| 1Y | +47.9% | +0.6% | +47.2% | +46.5% |
| All | +114.6% | +50.8% | +63.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling