+12.2%
LUV vs ALB
+32.4%
-20.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +1.1% | -5.8% | +6.9% | +2.7% |
| 30D | +14.2% | -4.5% | +18.8% | +15.5% |
| 3M | +0.6% | -28.1% | +28.7% | +9.1% |
| 6M | +15.1% | -53.2% | +68.2% | +39.0% |
| YTD | +10.2% | -33.3% | +43.5% | +17.2% |
| 1Y | +38.4% | -17.4% | +55.9% | +37.9% |
| 3Y | +107.5% | -14.1% | +121.6% | +83.7% |
| 5Y | +1.1% | -64.0% | +65.1% | +12.7% |
| All | +12.2% | +32.4% | -20.2% | -30.2% |
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