+15.8%
LUV vs ALLE
+154.9%
-139.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -0.1% | -2.8% | +2.7% | +1.5% |
| 30D | -14.6% | -10.2% | -4.4% | -9.3% |
| 3M | -5.7% | +17.4% | -23.1% | -14.7% |
| 6M | -8.4% | +3.3% | -11.8% | -11.1% |
| YTD | -5.1% | -4.2% | -0.9% | -4.6% |
| 1Y | +26.6% | -10.5% | +37.1% | +32.4% |
| 3Y | +39.7% | +45.4% | -5.7% | +7.3% |
| 5Y | -12.0% | +11.9% | -24.0% | -23.0% |
| All | +15.8% | +154.9% | -139.1% | -30.1% |
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