+650.9%
LUV vs EWJ
+153.3%
+497.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | -13.4% | +1.0% | -14.4% | -13.9% |
| 3M | -9.6% | +7.2% | -16.8% | -13.1% |
| 6M | -8.9% | +13.9% | -22.8% | -15.1% |
| YTD | -5.2% | +20.8% | -25.9% | -14.5% |
| 1Y | +27.0% | +26.4% | +0.7% | +11.7% |
| 3Y | +39.6% | +71.8% | -32.1% | +4.0% |
| 5Y | -14.4% | +49.9% | -64.3% | -31.5% |
| 10Y | +17.3% | +140.0% | -122.7% | -24.3% |
| All | +650.9% | +153.3% | +497.6% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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