+96.2%
AGG vs LUV
+165.0%
-68.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -1.1% | -1.0% | -0.1% | -1.1% |
| 30D | -1.1% | -12.4% | +11.2% | -1.2% |
| 3M | -1.9% | -11.0% | +9.1% | -1.9% |
| 6M | -1.7% | -5.0% | +3.3% | -1.7% |
| YTD | -1.3% | -3.8% | +2.5% | -1.3% |
| 1Y | -0.7% | +25.9% | -26.7% | -0.6% |
| 3Y | +12.5% | +42.2% | -29.8% | +12.7% |
| 5Y | -2.5% | -10.8% | +8.3% | -2.5% |
| 10Y | +14.2% | +19.0% | -4.7% | +14.9% |
| All | +96.2% | +165.0% | -68.8% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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