+29.6%
LUV vs AS
-21.9%
+51.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.8% |
| 7D | +0.4% | -4.9% | +5.3% | +2.5% |
| 30D | -18.4% | -19.6% | +1.2% | -10.8% |
| 3M | -3.2% | -14.4% | +11.2% | +2.6% |
| 6M | -14.8% | -20.1% | +5.3% | -8.6% |
| YTD | -2.9% | -20.9% | +18.1% | +4.5% |
| 1Y | +29.6% | -21.9% | +51.4% | +37.2% |
| All | +29.6% | -21.9% | +51.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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