+15.8%
LUV vs ALB
+84.6%
-68.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -0.1% | -7.6% | +7.5% | +1.9% |
| 30D | -14.6% | -5.6% | -9.0% | -13.6% |
| 3M | -5.7% | -16.8% | +11.1% | -1.8% |
| 6M | -8.4% | -26.3% | +17.9% | -3.1% |
| YTD | -5.1% | -13.2% | +8.1% | -5.6% |
| 1Y | +26.6% | +68.8% | -42.2% | +2.0% |
| 3Y | +39.7% | -30.7% | +70.4% | +35.1% |
| 5Y | -12.0% | -46.3% | +34.2% | -13.1% |
| All | +15.8% | +84.6% | -68.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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