-29.6%
LUV vs ESTC
+19.3%
-48.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.5% |
| 7D | -0.1% | -13.2% | +13.1% | +1.9% |
| 30D | -14.6% | +9.3% | -23.9% | -16.2% |
| 3M | -5.7% | +37.3% | -43.0% | -10.7% |
| 6M | -8.4% | +61.0% | -69.4% | -15.7% |
| YTD | -5.1% | +10.7% | -15.8% | -8.4% |
| 1Y | +26.6% | -7.2% | +33.8% | +25.0% |
| 3Y | +39.7% | +7.2% | +32.5% | +29.1% |
| 5Y | -12.0% | -47.7% | +35.7% | -15.1% |
| All | -29.6% | +19.3% | -48.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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