+26.6%
LUV vs ALC
-15.7%
+42.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +1.2% |
| 7D | -0.1% | -7.7% | +7.6% | +3.3% |
| 30D | -14.6% | -11.7% | -2.9% | -9.9% |
| 3M | -5.7% | +0.7% | -6.4% | -6.4% |
| 6M | -8.4% | -17.1% | +8.6% | +0.3% |
| YTD | -5.1% | -15.1% | +10.0% | +2.6% |
| 1Y | +26.6% | -14.1% | +40.7% | +34.9% |
| All | +26.6% | -15.7% | +42.3% | +34.9% |
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