+39.6%
LUV vs ALLE
+49.7%
-10.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +3.1% | +2.8% | +0.3% | +1.8% |
| 30D | -17.4% | -7.6% | -9.8% | -14.3% |
| 3M | -4.9% | +22.8% | -27.6% | -14.2% |
| 6M | -5.7% | +4.6% | -10.3% | -8.4% |
| YTD | -5.2% | -1.2% | -4.0% | -6.6% |
| 1Y | +24.1% | -9.1% | +33.3% | +28.0% |
| 3Y | +39.6% | +50.0% | -10.4% | +4.9% |
| All | +39.6% | +49.7% | -10.1% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling