+4,330.0%
LUV vs ETR
+4,408.0%
-78.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -13.4% | +2.0% | -15.5% | -14.0% |
| 3M | -9.6% | -1.7% | -7.9% | -9.2% |
| 6M | -8.9% | +3.6% | -12.5% | -10.3% |
| YTD | -5.2% | +18.0% | -23.2% | -10.4% |
| 1Y | +27.0% | +26.2% | +0.8% | +17.6% |
| 3Y | +39.6% | +148.0% | -108.4% | +4.3% |
| 5Y | -14.4% | +126.1% | -140.5% | -34.9% |
| 10Y | +17.3% | +302.3% | -285.0% | -25.0% |
| All | +4,330.0% | +4,408.0% | -78.1% | +1,462.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling