+985.4%
LUV vs ACGL
+4,940.3%
-3,955.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +14.0% | +12.4% | +1.7% | +9.9% |
| 3M | +2.6% | +11.1% | -8.5% | -0.8% |
| 6M | +17.3% | +16.3% | +0.9% | +11.3% |
| YTD | +14.0% | +13.8% | +0.2% | +8.8% |
| 1Y | +47.9% | +20.4% | +27.5% | +38.7% |
| 3Y | +114.0% | +33.6% | +80.4% | +91.4% |
| 5Y | +3.2% | +176.8% | -173.7% | -27.5% |
| 10Y | +20.0% | +324.6% | -304.6% | -25.0% |
| All | +985.4% | +4,940.3% | -3,955.0% | +368.1% |
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 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