+355.8%
LUV vs ACWI
+344.2%
+11.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.8% |
| 30D | +14.0% | -2.0% | +16.0% | +16.4% |
| 3M | +2.6% | -2.2% | +4.7% | +5.0% |
| 6M | +17.3% | +1.9% | +15.4% | +15.7% |
| YTD | +14.0% | +12.0% | +2.0% | +3.2% |
| 1Y | +47.9% | +12.5% | +35.4% | +33.5% |
| 3Y | +114.0% | +75.4% | +38.6% | +28.5% |
| 5Y | +3.2% | +61.5% | -58.4% | -32.7% |
| 10Y | +20.0% | +227.1% | -207.1% | -56.9% |
| All | +355.8% | +344.2% | +11.5% | +30.1% |
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