-0.9%
LUV vs ALLE
+55.0%
-55.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.8% |
| 7D | +5.3% | -0.6% | +6.0% | +5.8% |
| 30D | +11.1% | +26.6% | -15.5% | -1.2% |
| 3M | -1.1% | +13.2% | -14.3% | -7.1% |
| 6M | +13.1% | +42.9% | -29.8% | -6.1% |
| YTD | +13.5% | +21.0% | -7.5% | +1.3% |
| 1Y | +45.2% | +15.2% | +30.1% | +33.0% |
| 3Y | +111.4% | +95.6% | +15.8% | +42.3% |
| 5Y | -0.9% | +53.4% | -54.4% | -27.7% |
| All | -0.9% | +55.0% | -55.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling