+17.5%
LUV vs AG
+68.4%
-50.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.7% |
| 7D | -1.0% | -6.7% | +5.8% | -0.4% |
| 30D | -12.4% | +2.2% | -14.5% | -12.7% |
| 3M | -11.0% | +15.7% | -26.7% | -12.5% |
| 6M | -5.0% | -23.8% | +18.8% | -3.6% |
| YTD | -3.8% | +17.6% | -21.4% | -6.7% |
| 1Y | +25.9% | +88.6% | -62.7% | +16.3% |
| 3Y | +42.2% | +253.4% | -211.2% | +21.2% |
| 5Y | -10.8% | +62.4% | -73.2% | -20.9% |
| All | +17.5% | +68.4% | -50.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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