+17.5%
LUV vs ACM
+134.0%
-116.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | -1.0% | -4.6% | +3.6% | +1.5% |
| 30D | -12.4% | +4.1% | -16.4% | -14.6% |
| 3M | -11.0% | -8.3% | -2.7% | -8.0% |
| 6M | -5.0% | -30.1% | +25.1% | +13.1% |
| YTD | -3.8% | -32.6% | +28.8% | +16.0% |
| 1Y | +25.9% | -49.6% | +75.5% | +76.0% |
| 3Y | +42.2% | -23.0% | +65.3% | +56.0% |
| 5Y | -10.8% | +2.0% | -12.7% | -16.8% |
| All | +17.5% | +134.0% | -116.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling