-8.2%
LUV vs ABCL
-81.9%
+73.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | -13.4% | +18.3% | -31.8% | -15.2% |
| 3M | -9.6% | +108.5% | -118.1% | -17.8% |
| 6M | -8.9% | +213.9% | -222.8% | -21.2% |
| YTD | -5.2% | +223.1% | -228.3% | -18.8% |
| 1Y | +27.0% | +160.6% | -133.6% | +10.2% |
| 3Y | +39.6% | +104.3% | -64.6% | +18.3% |
| 5Y | -14.4% | -40.0% | +25.6% | -25.5% |
| All | -8.2% | -81.9% | +73.7% | -19.6% |
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