+234.1%
LUV vs ALM
+7,705.7%
-7,471.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.3% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | -18.4% | +32.0% | -50.4% | -18.4% |
| 3M | -3.2% | -15.0% | +11.8% | -3.2% |
| 6M | -14.8% | -10.1% | -4.7% | -14.8% |
| YTD | -2.9% | +99.4% | -102.3% | -2.8% |
| 1Y | +29.6% | +316.4% | -286.8% | +29.8% |
| 3Y | +35.2% | +2,022.0% | -1,986.8% | +35.9% |
| 5Y | -11.7% | +941.2% | -952.9% | -11.3% |
| 10Y | +21.6% | +2,950.3% | -2,928.8% | +23.1% |
| All | +234.1% | +7,705.7% | -7,471.7% | +247.5% |
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