-29.6%
LUV vs ALHC
-28.9%
-0.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -18.4% | -1.0% | -17.4% | -18.4% |
| 3M | -3.2% | -10.2% | +6.9% | -3.0% |
| 6M | -14.8% | -28.3% | +13.4% | -13.2% |
| YTD | -2.9% | -31.4% | +28.6% | -0.7% |
| 1Y | +29.6% | -16.9% | +46.5% | +29.9% |
| 3Y | +35.2% | +135.5% | -100.3% | +15.5% |
| 5Y | -11.7% | -33.6% | +22.0% | -18.8% |
| All | -29.6% | -28.9% | -0.7% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling