+58.8%
LUV vs AS
+125.3%
-66.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.8% |
| 7D | +1.8% | -3.6% | +5.4% | +2.9% |
| 30D | +11.3% | +3.4% | +7.9% | +10.2% |
| 3M | +1.0% | -8.6% | +9.6% | +3.5% |
| 6M | +15.6% | -10.0% | +25.6% | +18.8% |
| YTD | +10.9% | -19.2% | +30.1% | +16.9% |
| 1Y | +38.1% | -3.8% | +41.9% | +39.4% |
| All | +58.8% | +125.3% | -66.5% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling