+16.7%
BABA vs LUV
+13.2%
+3.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.2% | +0.7% | -2.8% | -2.3% |
| 30D | -17.3% | -13.4% | -3.9% | -14.4% |
| 3M | -7.8% | -9.6% | +1.8% | -6.0% |
| 6M | -16.8% | -8.9% | -7.9% | -15.7% |
| YTD | -24.7% | -5.2% | -19.5% | -25.3% |
| 1Y | -24.9% | +27.0% | -52.0% | -31.4% |
| 3Y | +29.1% | +39.6% | -10.5% | +10.7% |
| 5Y | -30.5% | -14.4% | -16.1% | -33.3% |
| 10Y | +16.7% | +17.3% | -0.6% | +3.8% |
| All | +16.7% | +13.2% | +3.5% | +3.8% |
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