+40.2%
LUV vs BAH
-31.4%
+71.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.7% | -1.3% | +2.0% | +0.7% |
| 30D | -13.4% | -6.6% | -6.8% | -13.1% |
| 3M | -9.6% | -7.2% | -2.4% | -9.1% |
| 6M | -8.9% | -10.0% | +1.1% | -8.3% |
| YTD | -5.2% | -12.5% | +7.3% | -4.5% |
| 1Y | +27.0% | -27.9% | +55.0% | +29.6% |
| All | +40.2% | -31.4% | +71.6% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling