-12.3%
LUV vs AGI
+400.3%
-412.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | -1.0% | -2.7% | +1.8% | -0.7% |
| 30D | -12.4% | +7.2% | -19.6% | -13.0% |
| 3M | -11.0% | +4.3% | -15.2% | -11.7% |
| 6M | -5.0% | -27.1% | +22.1% | -2.9% |
| YTD | -3.8% | -6.6% | +2.8% | -4.1% |
| 1Y | +25.9% | +9.5% | +16.4% | +23.2% |
| 3Y | +42.2% | +208.4% | -166.2% | +26.1% |
| All | -12.3% | +400.3% | -412.6% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling