+141.3%
BP vs LUV
-14.7%
+156.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +8.1% | -14.6% | +22.7% | +9.7% |
| 3M | +8.6% | -5.7% | +14.3% | +8.5% |
| 6M | +18.1% | -8.4% | +26.6% | +17.8% |
| YTD | +37.6% | -5.1% | +42.7% | +35.2% |
| 1Y | +39.4% | +26.6% | +12.8% | +28.6% |
| 3Y | +40.1% | +39.7% | +0.4% | +22.4% |
| 5Y | +141.3% | -12.0% | +153.3% | +134.4% |
| All | +141.3% | -14.7% | +156.0% | +134.4% |
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