+10.0%
LUV vs ABCL
-79.6%
+89.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +6.6% | +2.3% | +4.3% | +6.3% |
| 30D | +11.2% | -0.7% | +11.9% | +11.0% |
| 3M | +3.6% | +33.4% | -29.8% | -0.1% |
| 6M | +13.1% | +137.8% | -124.6% | +0.6% |
| YTD | +13.6% | +264.3% | -250.7% | -4.4% |
| 1Y | +44.4% | +209.2% | -164.8% | +23.5% |
| 3Y | +113.2% | +208.4% | -95.2% | +73.4% |
| 5Y | +1.5% | -11.9% | +13.4% | -12.6% |
| All | +10.0% | -79.6% | +89.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling