+30.4%
BIL vs LUV
+220.8%
-190.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | +0.1% |
| 30D | +0.3% | -17.4% | +17.7% | +0.3% |
| 3M | +0.9% | -4.9% | +5.8% | +0.9% |
| 6M | +1.8% | -5.7% | +7.5% | +1.8% |
| YTD | +2.5% | -5.2% | +7.6% | +2.5% |
| 1Y | +3.7% | +24.1% | -20.4% | +3.7% |
| 3Y | +14.1% | +39.6% | -25.5% | +14.1% |
| 5Y | +19.4% | -12.5% | +31.9% | +19.4% |
| 10Y | +25.3% | +12.9% | +12.3% | +25.3% |
| All | +30.4% | +220.8% | -190.4% | +30.3% |
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