+15.8%
LUV vs ALK
-37.3%
+53.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -0.1% | -3.1% | +3.0% | +1.9% |
| 30D | -14.6% | -17.1% | +2.5% | -4.1% |
| 3M | -5.7% | -3.8% | -1.9% | -4.2% |
| 6M | -8.4% | -5.3% | -3.2% | -6.9% |
| YTD | -5.1% | -20.3% | +15.1% | +6.5% |
| 1Y | +26.6% | -36.0% | +62.6% | +61.3% |
| 3Y | +39.7% | +0.8% | +38.9% | +22.2% |
| 5Y | -12.0% | -28.5% | +16.5% | -4.5% |
| All | +15.8% | -37.3% | +53.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling