+217.6%
BAC vs LUV
+15.9%
+201.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +3.2% | +1.1% | +2.1% | +2.7% |
| 30D | -0.7% | +14.2% | -15.0% | -6.3% |
| 3M | -20.0% | +0.6% | -20.6% | -20.5% |
| 6M | +3.4% | +15.1% | -11.6% | -4.0% |
| YTD | -5.7% | +10.2% | -15.9% | -12.8% |
| 1Y | -1.4% | +38.4% | -39.9% | -17.8% |
| 3Y | +97.9% | +107.5% | -9.6% | +26.3% |
| 5Y | +22.9% | +1.1% | +21.8% | +8.9% |
| All | +217.6% | +15.9% | +201.8% | +159.1% |
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 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