-12.3%
LUV vs ET
+241.8%
-254.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -12.4% | +2.9% | -15.2% | -13.4% |
| 3M | -11.0% | +16.8% | -27.8% | -16.6% |
| 6M | -5.0% | +18.9% | -23.8% | -12.2% |
| YTD | -3.8% | +37.7% | -41.5% | -17.0% |
| 1Y | +25.9% | +32.4% | -6.5% | +10.4% |
| 3Y | +42.2% | +99.5% | -57.2% | +2.7% |
| All | -12.3% | +241.8% | -254.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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