+33.0%
BLK vs LUV
-11.9%
+45.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -3.3% | -1.0% | -2.3% | -3.0% |
| 30D | -6.5% | -12.4% | +5.8% | -2.6% |
| 3M | +6.7% | -11.0% | +17.7% | +10.3% |
| 6M | +14.7% | -5.0% | +19.7% | +15.4% |
| YTD | +2.5% | -3.8% | +6.3% | +1.6% |
| 1Y | -2.8% | +25.9% | -28.7% | -12.4% |
| 3Y | +65.9% | +42.2% | +23.6% | +35.7% |
| All | +33.0% | -11.9% | +45.0% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling