-10.8%
BA vs LUV
+104.3%
-115.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.0% |
| 7D | -1.7% | +5.3% | -7.0% | -3.5% |
| 30D | -9.5% | +11.1% | -20.6% | -12.9% |
| 3M | -26.5% | -1.1% | -25.3% | -26.5% |
| 6M | -27.4% | +13.1% | -40.5% | -30.9% |
| YTD | -20.6% | +13.5% | -34.1% | -26.1% |
| 1Y | -11.4% | +45.2% | -56.7% | -25.4% |
| 3Y | -10.8% | +111.4% | -122.2% | -33.5% |
| All | -10.8% | +104.3% | -115.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling