+17.5%
LUV vs BAH
+207.9%
-190.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.0% | +4.3% | -5.2% | -1.9% |
| 30D | -12.4% | -2.5% | -9.9% | -11.9% |
| 3M | -11.0% | -0.9% | -10.0% | -11.3% |
| 6M | -5.0% | +1.5% | -6.4% | -6.3% |
| YTD | -3.8% | -8.0% | +4.2% | -3.6% |
| 1Y | +25.9% | -24.7% | +50.7% | +32.6% |
| 3Y | +42.2% | -28.4% | +70.6% | +43.8% |
| 5Y | -10.8% | +2.8% | -13.6% | -22.6% |
| All | +17.5% | +207.9% | -190.5% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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