+24.2%
LUV vs ALM
+271.5%
-247.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.7% |
| 7D | -0.1% | -7.1% | +7.0% | +0.3% |
| 30D | -14.6% | +24.7% | -39.3% | -16.4% |
| 3M | -5.7% | +8.3% | -14.0% | -7.3% |
| 6M | -8.4% | -22.2% | +13.7% | -9.2% |
| YTD | -5.1% | +88.1% | -93.2% | -9.8% |
| All | +24.2% | +271.5% | -247.4% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling