+17.5%
LUV vs ETR
+296.9%
-279.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -12.4% | -1.8% | -10.6% | -11.8% |
| 3M | -11.0% | -3.6% | -7.4% | -9.9% |
| 6M | -5.0% | +2.6% | -7.6% | -6.6% |
| YTD | -3.8% | +16.0% | -19.8% | -10.0% |
| 1Y | +25.9% | +20.1% | +5.8% | +16.1% |
| 3Y | +42.2% | +143.6% | -101.3% | -2.5% |
| 5Y | -10.8% | +124.4% | -135.1% | -37.6% |
| All | +17.5% | +296.9% | -279.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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