+288.5%
LUV vs ACWI
+356.8%
-68.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | -18.4% | +0.9% | -19.3% | -19.1% |
| 3M | -3.2% | +2.4% | -5.6% | -5.3% |
| 6M | -14.8% | +12.4% | -27.2% | -23.2% |
| YTD | -2.9% | +15.2% | -18.0% | -14.5% |
| 1Y | +29.6% | +22.7% | +6.9% | +7.4% |
| 3Y | +35.2% | +75.8% | -40.6% | -19.1% |
| 5Y | -11.7% | +67.7% | -79.4% | -44.6% |
| 10Y | +21.6% | +229.0% | -207.4% | -56.7% |
| All | +288.5% | +356.8% | -68.3% | +7.7% |
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