+143.8%
LUV vs ALLY
+98.8%
+45.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +14.2% | +5.2% | +9.0% | +11.6% |
| 3M | +0.6% | -13.3% | +13.9% | +7.7% |
| 6M | +15.1% | -6.7% | +21.7% | +19.3% |
| YTD | +10.2% | -12.8% | +23.0% | +17.9% |
| 1Y | +38.4% | +0.7% | +37.8% | +38.7% |
| 3Y | +107.5% | +65.2% | +42.3% | +59.8% |
| 5Y | +1.1% | -10.1% | +11.2% | -1.1% |
| 10Y | +16.0% | +177.0% | -160.9% | -35.1% |
| All | +143.8% | +98.8% | +45.0% | +48.2% |
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