+5,046.9%
LUV vs ALK
+760.3%
+4,286.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | +0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.6% |
| 30D | +14.2% | +7.7% | +6.5% | +9.9% |
| 3M | +0.6% | -19.0% | +19.6% | +11.5% |
| 6M | +15.1% | -0.2% | +15.3% | +14.2% |
| YTD | +10.2% | -23.5% | +33.7% | +24.0% |
| 1Y | +38.4% | -9.1% | +47.6% | +42.7% |
| 3Y | +107.5% | +12.0% | +95.5% | +82.2% |
| 5Y | +1.1% | -30.9% | +31.9% | +13.0% |
| 10Y | +16.0% | -45.6% | +61.6% | +37.0% |
| All | +5,046.9% | +760.3% | +4,286.6% | +957.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling