+35.8%
LUV vs AS
+114.1%
-78.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.6% |
| 7D | +3.1% | -2.6% | +5.7% | +3.9% |
| 30D | -17.4% | -22.1% | +4.7% | -11.4% |
| 3M | -4.9% | -15.3% | +10.4% | -0.5% |
| 6M | -5.7% | -15.6% | +9.9% | -1.2% |
| YTD | -5.2% | -23.2% | +18.0% | +1.5% |
| 1Y | +24.1% | -21.7% | +45.8% | +31.8% |
| All | +35.8% | +114.1% | -78.3% | +20.0% |
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