+40.2%
LUV vs ALB
-29.2%
+69.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | +0.5% |
| 7D | +0.7% | -8.6% | +9.2% | +2.1% |
| 30D | -13.4% | -4.0% | -9.4% | -13.0% |
| 3M | -9.6% | -17.4% | +7.8% | -7.1% |
| 6M | -8.9% | -25.4% | +16.5% | -5.8% |
| YTD | -5.2% | -10.5% | +5.4% | -6.4% |
| 1Y | +27.0% | +75.8% | -48.8% | +7.9% |
| All | +40.2% | -29.2% | +69.4% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling