+226.8%
LUV vs ACM
+230.8%
-4.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.4% | -3.7% | +4.2% | +2.0% |
| 30D | -18.4% | -11.1% | -7.3% | -15.1% |
| 3M | -3.2% | -8.0% | +4.8% | -0.7% |
| 6M | -14.8% | -29.7% | +14.8% | -2.9% |
| YTD | -2.9% | -29.4% | +26.5% | +10.0% |
| 1Y | +29.6% | -46.4% | +76.0% | +62.9% |
| 3Y | +35.2% | -22.3% | +57.6% | +46.1% |
| 5Y | -11.7% | +4.5% | -16.1% | -15.3% |
| 10Y | +21.6% | +127.6% | -106.1% | -14.3% |
| All | +226.8% | +230.8% | -4.0% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling