+107.5%
LUV vs ALK
+13.2%
+94.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | +0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.7% |
| 30D | +14.2% | +7.7% | +6.5% | +9.6% |
| 3M | +0.6% | -19.0% | +19.6% | +12.0% |
| 6M | +15.1% | -0.2% | +15.3% | +14.2% |
| YTD | +10.2% | -23.5% | +33.7% | +23.8% |
| 1Y | +38.4% | -9.1% | +47.6% | +43.0% |
| 3Y | +107.5% | +12.0% | +95.5% | +93.9% |
| All | +107.5% | +13.2% | +94.3% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling