-12.0%
LUV vs ESI
+66.0%
-78.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +2.2% |
| 7D | -0.1% | -2.3% | +2.2% | +0.9% |
| 30D | -14.6% | -9.0% | -5.6% | -10.9% |
| 3M | -5.7% | -13.3% | +7.6% | -0.7% |
| 6M | -8.4% | +5.3% | -13.7% | -13.8% |
| YTD | -5.1% | +37.6% | -42.7% | -23.2% |
| 1Y | +26.6% | +33.6% | -7.0% | +3.4% |
| 3Y | +39.7% | +75.8% | -36.1% | -5.4% |
| 5Y | -12.0% | +68.6% | -80.6% | -40.3% |
| All | -12.0% | +66.0% | -78.0% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling