-12.3%
LUV vs ETR
+122.3%
-134.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -12.4% | -1.8% | -10.6% | -12.0% |
| 3M | -11.0% | -3.6% | -7.4% | -10.2% |
| 6M | -5.0% | +2.6% | -7.6% | -6.2% |
| YTD | -3.8% | +16.0% | -19.8% | -8.8% |
| 1Y | +25.9% | +20.1% | +5.8% | +18.0% |
| 3Y | +42.2% | +143.6% | -101.3% | +7.0% |
| All | -12.3% | +122.3% | -134.6% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling