+4,330.0%
LUV vs EVRG
+2,060.4%
+2,269.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | -13.4% | -0.2% | -13.2% | -13.4% |
| 3M | -9.6% | -0.5% | -9.1% | -9.6% |
| 6M | -8.9% | +0.2% | -9.1% | -9.2% |
| YTD | -5.2% | +14.9% | -20.0% | -10.3% |
| 1Y | +27.0% | +18.2% | +8.8% | +18.9% |
| 3Y | +39.6% | +70.2% | -30.5% | +13.5% |
| 5Y | -14.4% | +45.3% | -59.8% | -26.9% |
| 10Y | +17.3% | +112.4% | -95.2% | -14.7% |
| All | +4,330.0% | +2,060.4% | +2,269.5% | +1,387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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