+17.5%
LUV vs ALM
+2,589.2%
-2,571.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.7% |
| 7D | -1.0% | -11.8% | +10.9% | -0.6% |
| 30D | -12.4% | +7.8% | -20.1% | -12.7% |
| 3M | -11.0% | -9.3% | -1.7% | -11.1% |
| 6M | -5.0% | -30.5% | +25.5% | -4.6% |
| YTD | -3.8% | +75.8% | -79.6% | -6.5% |
| 1Y | +25.9% | +241.2% | -215.3% | +19.4% |
| 3Y | +42.2% | +1,872.6% | -1,830.4% | +26.7% |
| 5Y | -10.8% | +849.6% | -860.3% | -19.7% |
| All | +17.5% | +2,589.2% | -2,571.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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