+81.0%
BSX vs LUV
+20.2%
+60.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -10.1% | -1.0% | -9.1% | -9.9% |
| 30D | -16.4% | -12.4% | -4.1% | -13.9% |
| 3M | -8.9% | -11.0% | +2.1% | -6.8% |
| 6M | -38.3% | -5.0% | -33.3% | -38.3% |
| YTD | -54.9% | -3.8% | -51.1% | -55.7% |
| 1Y | -58.8% | +25.9% | -84.7% | -62.4% |
| 3Y | -21.2% | +42.2% | -63.5% | -33.4% |
| 5Y | -3.3% | -10.8% | +7.4% | -8.1% |
| All | +81.0% | +20.2% | +60.7% | +56.4% |
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 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