+26.6%
LUV vs ACGL
+8.0%
+18.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.1% | -3.6% | +3.5% | +0.6% |
| 30D | -14.6% | -2.1% | -12.5% | -14.2% |
| 3M | -5.7% | +5.4% | -11.1% | -7.8% |
| 6M | -8.4% | 0.0% | -8.4% | -9.1% |
| YTD | -5.1% | +0.3% | -5.4% | -6.4% |
| 1Y | +26.6% | +6.2% | +20.4% | +23.1% |
| All | +26.6% | +8.0% | +18.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling