+32.9%
BABA vs LUV
+39.7%
-6.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -0.7% |
| 30D | -12.3% | -17.4% | +5.2% | -9.2% |
| 3M | -5.3% | -4.9% | -0.4% | -5.0% |
| 6M | -13.1% | -5.7% | -7.4% | -13.0% |
| YTD | -22.4% | -5.2% | -17.3% | -22.9% |
| 1Y | -19.5% | +24.1% | -43.6% | -24.8% |
| 3Y | +32.9% | +39.6% | -6.7% | +13.1% |
| All | +32.9% | +39.7% | -6.8% | +13.1% |
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