-14.4%
LUV vs ALM
+958.0%
-972.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.1% |
| 3M | -9.6% | +14.8% | -24.4% | -10.9% |
| 6M | -8.9% | -7.0% | -1.9% | -9.8% |
| YTD | -5.2% | +108.1% | -113.2% | -10.3% |
| 1Y | +27.0% | +313.8% | -286.7% | +15.2% |
| 3Y | +39.6% | +2,227.6% | -2,188.0% | +13.3% |
| 5Y | -14.4% | +956.6% | -971.1% | -28.6% |
| All | -14.4% | +958.0% | -972.4% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling