+39.6%
LUV vs ALHC
+141.7%
-102.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | +3.1% | -1.0% | +4.1% | +3.2% |
| 30D | -17.4% | -6.3% | -11.1% | -17.0% |
| 3M | -4.9% | -12.3% | +7.4% | -4.5% |
| 6M | -5.7% | -27.0% | +21.3% | -4.4% |
| YTD | -5.2% | -31.8% | +26.7% | -3.5% |
| 1Y | +24.1% | -17.0% | +41.1% | +24.7% |
| 3Y | +39.6% | +159.8% | -120.2% | +16.9% |
| All | +39.6% | +141.7% | -102.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling