+5.1%
LUV vs BAM
+67.8%
-62.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.2% |
| 7D | +0.7% | -3.9% | +4.6% | +2.6% |
| 30D | -13.4% | -8.8% | -4.6% | -9.6% |
| 3M | -9.6% | +2.2% | -11.8% | -10.7% |
| 6M | -8.9% | +5.9% | -14.8% | -11.4% |
| YTD | -5.2% | -6.1% | +1.0% | -3.2% |
| 1Y | +27.0% | -11.6% | +38.7% | +32.8% |
| 3Y | +39.6% | +51.7% | -12.0% | +11.0% |
| All | +5.1% | +67.8% | -62.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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