+15.8%
LUV vs ALLY
+188.1%
-172.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +0.7% | -1.9% | +2.6% | +1.6% |
| 30D | -13.4% | -4.5% | -9.0% | -11.5% |
| 3M | -9.6% | -2.8% | -6.8% | -8.1% |
| 6M | -8.9% | +10.3% | -19.2% | -12.9% |
| YTD | -5.2% | -5.7% | +0.5% | -2.2% |
| 1Y | +27.0% | +3.9% | +23.1% | +24.7% |
| 3Y | +39.6% | +64.7% | -25.1% | +5.8% |
| 5Y | -14.4% | -2.6% | -11.8% | -19.8% |
| All | +15.8% | +188.1% | -172.3% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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