+151.3%
LUV vs ALLY
+95.5%
+55.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +1.1% |
| 7D | +6.6% | -0.7% | +7.3% | +7.0% |
| 30D | +11.2% | +1.1% | +10.0% | +10.7% |
| 3M | +3.6% | -13.2% | +16.8% | +10.9% |
| 6M | +13.1% | -13.5% | +26.6% | +21.5% |
| YTD | +13.6% | -14.3% | +27.9% | +22.6% |
| 1Y | +44.4% | -1.1% | +45.5% | +45.9% |
| 3Y | +113.2% | +62.0% | +51.2% | +65.8% |
| 5Y | +1.5% | -9.6% | +11.2% | -1.0% |
| 10Y | +20.2% | +176.0% | -155.8% | -32.5% |
| All | +151.3% | +95.5% | +55.8% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling