-31.2%
LUV vs ALHC
-33.0%
+1.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -0.1% | -5.8% | +5.7% | +0.5% |
| 30D | -14.6% | -3.3% | -11.3% | -14.3% |
| 3M | -5.7% | -37.9% | +32.2% | -1.7% |
| 6M | -8.4% | -29.5% | +21.1% | -6.5% |
| YTD | -5.1% | -35.4% | +30.3% | -2.4% |
| 1Y | +26.6% | -22.4% | +49.0% | +27.8% |
| 3Y | +39.7% | +146.3% | -106.7% | +18.6% |
| 5Y | -12.0% | -32.0% | +20.0% | -18.8% |
| All | -31.2% | -33.0% | +1.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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