-14.4%
LUV vs ALHC
-27.5%
+13.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +0.7% | -4.1% | +4.8% | +1.1% |
| 30D | -13.4% | -5.4% | -8.0% | -13.0% |
| 3M | -9.6% | -32.1% | +22.5% | -6.5% |
| 6M | -8.9% | -28.5% | +19.6% | -7.0% |
| YTD | -5.2% | -34.0% | +28.9% | -2.5% |
| 1Y | +27.0% | -20.9% | +48.0% | +28.0% |
| 3Y | +39.6% | +151.5% | -111.9% | +16.4% |
| 5Y | -14.4% | -28.8% | +14.4% | -18.9% |
| All | -14.4% | -27.5% | +13.1% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling