-14.4%
LUV vs ACM
+2.7%
-17.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.6% |
| 7D | +0.7% | -3.7% | +4.3% | +2.6% |
| 30D | -13.4% | -12.7% | -0.8% | -7.8% |
| 3M | -9.6% | -9.8% | +0.2% | -5.5% |
| 6M | -8.9% | -31.4% | +22.5% | +10.8% |
| YTD | -5.2% | -32.1% | +26.9% | +15.0% |
| 1Y | +27.0% | -47.8% | +74.9% | +78.4% |
| 3Y | +39.6% | -22.1% | +61.7% | +48.3% |
| 5Y | -14.4% | +1.8% | -16.2% | -24.8% |
| All | -14.4% | +2.7% | -17.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling