+15.8%
LUV vs ALK
-36.9%
+52.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.6% |
| 7D | +0.7% | -3.0% | +3.6% | +2.5% |
| 30D | -13.4% | -14.6% | +1.2% | -4.6% |
| 3M | -9.6% | -10.6% | +1.0% | -3.9% |
| 6M | -8.9% | -6.7% | -2.2% | -6.5% |
| YTD | -5.2% | -19.8% | +14.6% | +6.1% |
| 1Y | +27.0% | -35.2% | +62.2% | +60.7% |
| 3Y | +39.6% | +1.4% | +38.3% | +21.7% |
| 5Y | -14.4% | -30.7% | +16.2% | -5.3% |
| All | +15.8% | -36.9% | +52.7% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling