+369.5%
ALAB vs LUV
+46.3%
+323.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +1.8% |
| 7D | -6.2% | -1.0% | -5.2% | -5.8% |
| 30D | -8.7% | -12.4% | +3.7% | -3.9% |
| 3M | -20.7% | -11.0% | -9.8% | -17.0% |
| 6M | +133.5% | -5.0% | +138.5% | +137.5% |
| YTD | +75.1% | -3.8% | +78.8% | +76.2% |
| 1Y | +25.0% | +25.9% | -0.9% | +11.9% |
| All | +369.5% | +46.3% | +323.2% | +256.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling