+40.2%
LUV vs ALK
+1.1%
+39.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.5% |
| 7D | +0.7% | -3.0% | +3.6% | +2.3% |
| 30D | -13.4% | -14.6% | +1.2% | -6.0% |
| 3M | -9.6% | -10.6% | +1.0% | -4.6% |
| 6M | -8.9% | -6.7% | -2.2% | -6.6% |
| YTD | -5.2% | -19.8% | +14.6% | +4.4% |
| 1Y | +27.0% | -35.2% | +62.2% | +53.5% |
| All | +40.2% | +1.1% | +39.1% | +31.9% |
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