-14.4%
LUV vs ALLY
-0.1%
-14.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.8% |
| 7D | +3.1% | +1.0% | +2.1% | +2.6% |
| 30D | -17.4% | -3.3% | -14.1% | -16.1% |
| 3M | -4.9% | +0.5% | -5.3% | -4.8% |
| 6M | -5.7% | +12.6% | -18.3% | -10.3% |
| YTD | -5.2% | -4.7% | -0.5% | -2.9% |
| 1Y | +24.1% | +5.2% | +18.9% | +21.4% |
| 3Y | +39.6% | +66.5% | -26.9% | +9.0% |
| All | -14.4% | -0.1% | -14.4% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling