+29.6%
LUV vs ALC
-10.2%
+39.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.2% |
| 7D | +0.4% | -2.1% | +2.5% | +1.3% |
| 30D | -18.4% | -0.1% | -18.3% | -18.5% |
| 3M | -3.2% | +5.9% | -9.1% | -6.0% |
| 6M | -14.8% | -15.9% | +1.1% | -6.7% |
| YTD | -2.9% | -10.1% | +7.3% | +2.5% |
| 1Y | +29.6% | -10.2% | +39.8% | +35.6% |
| All | +29.6% | -10.2% | +39.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling