+5,223.3%
LUV vs ES
+1,249.3%
+3,973.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +14.0% | +6.7% | +7.3% | +11.8% |
| 3M | +2.6% | +0.3% | +2.2% | +2.3% |
| 6M | +17.3% | +7.4% | +9.9% | +14.5% |
| YTD | +14.0% | +8.4% | +5.6% | +10.4% |
| 1Y | +47.9% | +0.6% | +47.2% | +46.0% |
| 3Y | +114.0% | +50.6% | +63.3% | +84.5% |
| 5Y | +3.2% | +4.8% | -1.7% | -1.7% |
| 10Y | +20.0% | +93.1% | -73.1% | -6.8% |
| All | +5,223.3% | +1,249.3% | +3,973.9% | +2,077.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling