+1,376.8%
BAC vs LUV
+4,484.9%
-3,108.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.9% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -0.4% | -18.4% | +18.0% | +7.5% |
| 3M | +16.9% | -3.2% | +20.1% | +17.5% |
| 6M | +26.6% | -14.8% | +41.5% | +32.2% |
| YTD | +15.8% | -2.9% | +18.6% | +13.8% |
| 1Y | +27.2% | +29.6% | -2.4% | +10.8% |
| 3Y | +132.4% | +35.2% | +97.2% | +89.7% |
| 5Y | +72.6% | -11.7% | +84.2% | +62.4% |
| 10Y | +389.7% | +21.6% | +368.2% | +289.4% |
| All | +1,376.8% | +4,484.9% | -3,108.1% | +199.0% |
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