+12.2%
LUV vs ALLE
+211.7%
-199.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | +1.1% | +3.6% | -2.5% | -0.9% |
| 30D | +14.2% | +25.9% | -11.7% | +0.2% |
| 3M | +0.6% | +15.8% | -15.1% | -7.6% |
| 6M | +15.1% | +48.1% | -33.0% | -8.9% |
| YTD | +10.2% | +22.0% | -11.8% | -3.5% |
| 1Y | +38.4% | +18.0% | +20.4% | +23.5% |
| 3Y | +107.5% | +93.1% | +14.4% | +35.0% |
| 5Y | +1.1% | +52.1% | -51.0% | -25.9% |
| All | +12.2% | +211.7% | -199.5% | -39.6% |
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