+40.2%
LUV vs ALM
+2,150.5%
-2,110.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.3% |
| 7D | +0.7% | +3.6% | -3.0% | +0.4% |
| 30D | -13.4% | +33.8% | -47.2% | -15.2% |
| 3M | -9.6% | +14.8% | -24.4% | -11.0% |
| 6M | -8.9% | -7.0% | -1.9% | -9.9% |
| YTD | -5.2% | +108.1% | -113.2% | -10.3% |
| 1Y | +27.0% | +313.8% | -286.7% | +15.3% |
| All | +40.2% | +2,150.5% | -2,110.3% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling