+1,090.1%
BAC vs LUV
+5,134.1%
-4,044.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | +1.5% | +1.8% | -0.3% | +0.8% |
| 30D | -6.4% | +11.3% | -17.7% | -10.3% |
| 3M | -21.7% | +1.0% | -22.7% | -22.3% |
| 6M | +0.5% | +15.6% | -15.1% | -6.2% |
| YTD | -6.7% | +10.9% | -17.6% | -13.1% |
| 1Y | -4.7% | +38.1% | -42.7% | -18.7% |
| 3Y | +96.1% | +108.2% | -12.1% | +34.8% |
| 5Y | +21.7% | +1.7% | +19.9% | +8.5% |
| 10Y | +232.0% | +16.8% | +215.2% | +167.7% |
| All | +1,090.1% | +5,134.1% | -4,044.0% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling