+113.2%
LUV vs ACGL
+34.9%
+78.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +6.6% | +1.3% | +5.4% | +6.3% |
| 30D | +11.2% | +14.2% | -3.0% | +7.8% |
| 3M | +3.6% | +11.1% | -7.4% | +1.1% |
| 6M | +13.1% | +16.4% | -3.2% | +8.5% |
| YTD | +13.6% | +13.8% | -0.2% | +9.5% |
| 1Y | +44.4% | +21.6% | +22.8% | +36.9% |
| 3Y | +113.2% | +33.5% | +79.7% | +112.2% |
| All | +113.2% | +34.9% | +78.3% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling