+17.5%
LUV vs AGI
+392.3%
-374.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | -1.0% | -2.7% | +1.8% | -0.9% |
| 30D | -12.4% | +7.2% | -19.6% | -12.6% |
| 3M | -11.0% | +4.3% | -15.2% | -11.2% |
| 6M | -5.0% | -27.1% | +22.1% | -4.3% |
| YTD | -3.8% | -6.6% | +2.8% | -3.8% |
| 1Y | +25.9% | +9.5% | +16.4% | +25.2% |
| 3Y | +42.2% | +208.4% | -166.2% | +38.5% |
| 5Y | -10.8% | +401.6% | -412.4% | -13.6% |
| All | +17.5% | +392.3% | -374.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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