-14.4%
LUV vs ALC
-17.4%
+3.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +0.7% | -5.3% | +5.9% | +3.0% |
| 30D | -13.4% | -7.1% | -6.4% | -10.7% |
| 3M | -9.6% | +0.8% | -10.4% | -10.1% |
| 6M | -8.9% | -16.0% | +7.1% | -2.3% |
| YTD | -5.2% | -12.7% | +7.6% | 0.0% |
| 1Y | +27.0% | -12.8% | +39.9% | +33.8% |
| 3Y | +39.6% | -15.8% | +55.5% | +47.8% |
| 5Y | -14.4% | -16.7% | +2.2% | -11.8% |
| All | -14.4% | -17.4% | +3.0% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling