+20.2%
LUV vs ALLE
+217.2%
-197.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.4% |
| 7D | +6.6% | +0.1% | +6.5% | +6.7% |
| 30D | +11.2% | +25.9% | -14.7% | -2.5% |
| 3M | +3.6% | +14.9% | -11.2% | -4.4% |
| 6M | +13.1% | +42.1% | -29.0% | -8.2% |
| YTD | +13.6% | +20.4% | -6.8% | +0.2% |
| 1Y | +44.4% | +14.9% | +29.5% | +30.8% |
| 3Y | +113.2% | +90.1% | +23.1% | +40.1% |
| 5Y | +1.5% | +53.0% | -51.4% | -25.9% |
| 10Y | +20.2% | +208.8% | -188.7% | -34.2% |
| All | +20.2% | +217.2% | -197.1% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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