+354.0%
LUV vs ACWI
+341.2%
+12.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +1.6% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +11.1% | -2.8% | +14.0% | +14.4% |
| 3M | -1.1% | -3.2% | +2.0% | +2.2% |
| 6M | +13.1% | +1.3% | +11.8% | +12.2% |
| YTD | +13.5% | +11.2% | +2.3% | +3.5% |
| 1Y | +45.2% | +13.8% | +31.5% | +29.7% |
| 3Y | +111.4% | +76.2% | +35.2% | +26.5% |
| 5Y | -0.9% | +59.5% | -60.4% | -34.6% |
| 10Y | +23.7% | +222.2% | -198.5% | -54.9% |
| All | +354.0% | +341.2% | +12.8% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling