+17.5%
LUV vs ESI
+312.8%
-295.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -1.0% | -4.6% | +3.7% | +1.0% |
| 30D | -12.4% | -10.5% | -1.8% | -8.3% |
| 3M | -11.0% | -19.8% | +8.8% | -3.5% |
| 6M | -5.0% | +5.8% | -10.8% | -9.3% |
| YTD | -3.8% | +38.3% | -42.1% | -18.8% |
| 1Y | +25.9% | +31.5% | -5.6% | +8.1% |
| 3Y | +42.2% | +80.7% | -38.4% | +4.8% |
| 5Y | -10.8% | +69.4% | -80.2% | -33.6% |
| All | +17.5% | +312.8% | -295.3% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling