+189.7%
LUV vs AG
+439.9%
-250.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | +3.1% | +4.5% | -1.4% | +2.8% |
| 30D | -17.4% | +12.9% | -30.3% | -18.3% |
| 3M | -4.9% | +20.9% | -25.8% | -6.5% |
| 6M | -5.7% | -19.5% | +13.8% | -4.9% |
| YTD | -5.2% | +24.8% | -30.0% | -8.0% |
| 1Y | +24.1% | +120.2% | -96.1% | +14.9% |
| 3Y | +39.6% | +279.0% | -239.4% | +21.6% |
| 5Y | -12.5% | +67.9% | -80.4% | -20.9% |
| 10Y | +12.9% | +57.5% | -44.6% | -2.5% |
| All | +189.7% | +439.9% | -250.2% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling