+173.9%
LUV vs ESI
+226.4%
-52.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +3.1% | +5.4% | -2.3% | +1.4% |
| 30D | -17.4% | -4.2% | -13.2% | -16.4% |
| 3M | -4.9% | -9.6% | +4.7% | -2.5% |
| 6M | -5.7% | +18.3% | -24.0% | -11.6% |
| YTD | -5.2% | +45.8% | -51.0% | -17.2% |
| 1Y | +24.1% | +39.2% | -15.0% | +9.7% |
| 3Y | +39.6% | +86.3% | -46.7% | +12.1% |
| 5Y | -12.5% | +76.2% | -88.7% | -29.2% |
| 10Y | +12.9% | +306.8% | -293.8% | -26.4% |
| All | +173.9% | +226.4% | -52.6% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling