+12.2%
LUV vs ACWI
+224.5%
-212.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.3% |
| 7D | +1.1% | +2.4% | -1.3% | -1.7% |
| 30D | +14.2% | -1.7% | +15.9% | +16.6% |
| 3M | +0.6% | -3.9% | +4.6% | +5.7% |
| 6M | +15.1% | +0.8% | +14.3% | +14.5% |
| YTD | +10.2% | +11.0% | -0.8% | -1.6% |
| 1Y | +38.4% | +13.1% | +25.4% | +21.2% |
| 3Y | +107.5% | +73.9% | +33.6% | +12.2% |
| 5Y | +1.1% | +59.0% | -57.9% | -39.3% |
| All | +12.2% | +224.5% | -212.3% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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