+31.1%
BABA vs LUV
+118.3%
-87.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -8.4% | +14.0% | -22.4% | -10.7% |
| 3M | -20.6% | +2.6% | -23.2% | -21.2% |
| 6M | -25.4% | +17.3% | -42.7% | -28.2% |
| YTD | -30.1% | +14.0% | -44.1% | -32.9% |
| 1Y | -36.3% | +47.9% | -84.2% | -42.2% |
| All | +31.1% | +118.3% | -87.1% | -3.6% |
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