+15.8%
LUV vs ACWI
+230.9%
-215.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +1.0% |
| 7D | -0.1% | -1.9% | +1.8% | +2.2% |
| 30D | -14.6% | -1.3% | -13.3% | -13.3% |
| 3M | -5.7% | +5.0% | -10.7% | -10.7% |
| 6M | -8.4% | +11.7% | -20.2% | -18.9% |
| YTD | -5.1% | +13.0% | -18.1% | -17.1% |
| 1Y | +26.6% | +19.2% | +7.4% | +4.0% |
| 3Y | +39.7% | +75.0% | -35.3% | -25.1% |
| 5Y | -12.0% | +67.1% | -79.1% | -50.2% |
| All | +15.8% | +230.9% | -215.1% | -68.5% |
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