+392.9%
BAC vs LUV
+20.2%
+372.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | 0.0% | -1.0% | +1.0% | +0.4% |
| 30D | -2.8% | -12.4% | +9.6% | +2.6% |
| 3M | +14.2% | -11.0% | +25.2% | +19.1% |
| 6M | +30.5% | -5.0% | +35.5% | +30.8% |
| YTD | +15.8% | -3.8% | +19.6% | +13.8% |
| 1Y | +26.2% | +25.9% | +0.2% | +9.1% |
| 3Y | +136.5% | +42.2% | +94.3% | +81.0% |
| 5Y | +75.9% | -10.8% | +86.7% | +63.7% |
| All | +392.9% | +20.2% | +372.6% | +296.4% |
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