+981.6%
LUV vs ACGL
+4,938.9%
-3,957.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +6.6% | +1.3% | +5.4% | +6.2% |
| 30D | +11.2% | +14.2% | -3.0% | +6.6% |
| 3M | +3.6% | +11.1% | -7.4% | +0.2% |
| 6M | +13.1% | +16.4% | -3.2% | +7.4% |
| YTD | +13.6% | +13.8% | -0.2% | +8.4% |
| 1Y | +44.4% | +21.6% | +22.8% | +35.0% |
| 3Y | +113.2% | +33.5% | +79.7% | +90.7% |
| 5Y | +1.5% | +174.8% | -173.3% | -28.4% |
| 10Y | +20.2% | +330.4% | -310.2% | -25.2% |
| All | +981.6% | +4,938.9% | -3,957.3% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling