+74.6%
BA vs LUV
+13.2%
+61.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -1.2% | +0.7% | -1.8% | -1.6% |
| 30D | -11.3% | -13.4% | +2.1% | -3.5% |
| 3M | -3.8% | -9.6% | +5.8% | +1.4% |
| 6M | -8.3% | -8.9% | +0.6% | -4.9% |
| YTD | -4.9% | -5.2% | +0.2% | -7.2% |
| 1Y | -10.1% | +27.0% | -37.1% | -28.2% |
| 3Y | -2.3% | +39.6% | -41.9% | -33.5% |
| 5Y | -3.5% | -14.4% | +10.9% | -8.7% |
| 10Y | +74.6% | +17.3% | +57.3% | +55.9% |
| All | +74.6% | +13.2% | +61.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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