+39.6%
LUV vs ACGL
+29.4%
+10.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.9% |
| 7D | +3.1% | -2.9% | +6.0% | +3.8% |
| 30D | -17.4% | -2.8% | -14.6% | -16.9% |
| 3M | -4.9% | +6.8% | -11.7% | -6.6% |
| 6M | -5.7% | -1.5% | -4.2% | -5.8% |
| YTD | -5.2% | -0.2% | -5.0% | -5.6% |
| 1Y | +24.1% | +5.3% | +18.8% | +22.0% |
| 3Y | +39.6% | +30.3% | +9.3% | +40.3% |
| All | +39.6% | +29.4% | +10.2% | +40.3% |
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