-15.6%
LUV vs ALC
+24.0%
-39.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.3% |
| 7D | +0.4% | -2.1% | +2.5% | +1.4% |
| 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% | -8.3% |
| YTD | -2.9% | -10.1% | +7.3% | +1.2% |
| 1Y | +29.6% | -10.2% | +39.8% | +34.9% |
| 3Y | +35.2% | -13.6% | +48.8% | +41.2% |
| 5Y | -11.7% | -15.1% | +3.5% | -8.9% |
| All | -15.6% | +24.0% | -39.6% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling