+134.1%
BP vs LUV
+20.2%
+113.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +5.2% | -1.0% | +6.2% | +5.5% |
| 30D | +8.7% | -12.4% | +21.1% | +12.1% |
| 3M | +9.3% | -11.0% | +20.3% | +11.5% |
| 6M | +13.6% | -5.0% | +18.5% | +12.1% |
| YTD | +37.7% | -3.8% | +41.4% | +33.3% |
| 1Y | +40.6% | +25.9% | +14.7% | +24.0% |
| 3Y | +40.3% | +42.2% | -1.9% | +12.4% |
| 5Y | +141.4% | -10.8% | +152.2% | +123.3% |
| All | +134.1% | +20.2% | +113.9% | +95.5% |
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