+661.1%
BX vs LUV
+20.2%
+640.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.9% |
| 7D | -5.6% | -1.0% | -4.7% | -5.2% |
| 30D | -12.2% | -12.4% | +0.1% | -7.5% |
| 3M | +7.4% | -11.0% | +18.4% | +11.9% |
| 6M | +22.2% | -5.0% | +27.1% | +23.2% |
| YTD | -14.0% | -3.8% | -10.2% | -15.1% |
| 1Y | -27.3% | +25.9% | -53.2% | -36.3% |
| 3Y | +24.5% | +42.2% | -17.7% | -1.1% |
| 5Y | +18.9% | -10.8% | +29.6% | +12.5% |
| All | +661.1% | +20.2% | +640.8% | +577.7% |
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