+26.6%
BA vs LUV
+23.0%
+3.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | 0.0% | +6.6% | -6.6% | -3.9% |
| 30D | -8.9% | +11.2% | -20.1% | -15.2% |
| 3M | -25.5% | +3.6% | -29.2% | -27.9% |
| 6M | -27.0% | +13.1% | -40.1% | -33.6% |
| YTD | -20.1% | +13.6% | -33.7% | -30.8% |
| 1Y | -11.0% | +44.4% | -55.4% | -34.4% |
| 3Y | -11.8% | +113.2% | -125.0% | -55.5% |
| 5Y | -20.6% | +1.5% | -22.2% | -32.5% |
| 10Y | +26.6% | +20.2% | +6.5% | -0.2% |
| All | +26.6% | +23.0% | +3.6% | -0.2% |
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