-16.4%
LUV vs ALC
+16.1%
-32.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | -1.0% | -6.3% | +5.4% | +2.1% |
| 30D | -12.4% | -10.3% | -2.1% | -7.9% |
| 3M | -11.0% | -0.7% | -10.3% | -11.0% |
| 6M | -5.0% | -17.8% | +12.9% | +3.3% |
| YTD | -3.8% | -15.8% | +12.0% | +3.3% |
| 1Y | +25.9% | -16.7% | +42.6% | +35.7% |
| 3Y | +42.2% | -19.7% | +62.0% | +53.7% |
| 5Y | -10.8% | -19.8% | +9.0% | -5.6% |
| All | -16.4% | +16.1% | -32.6% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling