-12.0%
LUV vs BAH
-3.4%
-8.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.7% | -1.3% | +2.0% | +0.8% |
| 30D | -13.4% | -6.6% | -6.8% | -12.7% |
| 3M | -9.6% | -7.2% | -2.4% | -8.8% |
| 6M | -8.9% | -10.0% | +1.1% | -7.9% |
| YTD | -5.2% | -12.5% | +7.3% | -4.3% |
| 1Y | +27.0% | -27.9% | +55.0% | +31.9% |
| 3Y | +39.6% | -31.4% | +71.0% | +39.4% |
| All | -12.0% | -3.4% | -8.6% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling