-29.6%
LUV vs ESTC
+26.3%
-55.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.9% |
| 7D | +3.1% | -4.3% | +7.4% | +3.7% |
| 30D | -17.4% | +17.7% | -35.1% | -19.8% |
| 3M | -4.9% | +42.3% | -47.2% | -10.3% |
| 6M | -5.7% | +64.6% | -70.3% | -13.5% |
| YTD | -5.2% | +17.2% | -22.4% | -9.1% |
| 1Y | +24.1% | -4.2% | +28.3% | +22.1% |
| 3Y | +39.6% | +13.5% | +26.1% | +28.0% |
| 5Y | -12.5% | -45.5% | +33.1% | -16.0% |
| All | -29.6% | +26.3% | -55.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling