+153.1%
LUV vs ALLE
+260.9%
-107.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -18.4% | -6.8% | -11.6% | -15.1% |
| 3M | -3.2% | +21.0% | -24.3% | -13.8% |
| 6M | -14.8% | +1.1% | -15.9% | -16.1% |
| YTD | -2.9% | -0.5% | -2.3% | -4.3% |
| 1Y | +29.6% | -7.3% | +36.8% | +32.9% |
| 3Y | +35.2% | +42.3% | -7.1% | +5.8% |
| 5Y | -11.7% | +13.5% | -25.1% | -23.1% |
| 10Y | +21.6% | +144.0% | -122.5% | -31.8% |
| All | +153.1% | +260.9% | -107.8% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling