+24.5%
BX vs LUV
+40.8%
-16.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +2.0% |
| 7D | -5.6% | -1.0% | -4.7% | -5.3% |
| 30D | -12.2% | -12.4% | +0.1% | -8.1% |
| 3M | +7.4% | -11.0% | +18.4% | +11.3% |
| 6M | +22.2% | -5.0% | +27.1% | +23.1% |
| YTD | -14.0% | -3.8% | -10.2% | -14.8% |
| 1Y | -27.3% | +25.9% | -53.2% | -35.6% |
| 3Y | +24.5% | +42.2% | -17.7% | -4.4% |
| All | +24.5% | +40.8% | -16.2% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling