-35.7%
BABA vs LUV
+1.8%
-37.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -8.4% | +14.0% | -22.4% | -12.2% |
| 3M | -20.6% | +2.6% | -23.2% | -21.5% |
| 6M | -25.4% | +17.3% | -42.7% | -30.0% |
| YTD | -30.1% | +14.0% | -44.1% | -35.0% |
| 1Y | -36.3% | +47.9% | -84.2% | -46.2% |
| 3Y | +30.4% | +114.0% | -83.6% | -14.8% |
| 5Y | -35.7% | +3.2% | -38.9% | -37.6% |
| All | -35.7% | +1.8% | -37.6% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling