+278.9%
LUV vs ALM
+3,551.9%
-3,272.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.4% | -0.6% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +14.2% | -19.3% | +33.6% | +14.2% |
| 3M | +0.6% | -40.6% | +41.3% | +0.6% |
| 6M | +15.1% | -57.9% | +73.0% | +15.0% |
| YTD | +10.2% | -6.7% | +16.9% | +10.3% |
| 1Y | +38.4% | +20.2% | +18.3% | +38.5% |
| 3Y | +107.5% | +879.4% | -772.0% | +108.5% |
| 5Y | +1.1% | +415.3% | -414.2% | +1.5% |
| 10Y | +16.0% | +2,100.8% | -2,084.8% | +17.6% |
| All | +278.9% | +3,551.9% | -3,272.9% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling