+29.6%
LUV vs BAX
+9.9%
+19.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +0.4% | -1.1% | +1.6% | +0.8% |
| 30D | -18.4% | -5.5% | -13.0% | -16.9% |
| 3M | -3.2% | +33.5% | -36.8% | -12.4% |
| 6M | -14.8% | +35.9% | -50.7% | -24.0% |
| YTD | -2.9% | +35.4% | -38.2% | -14.3% |
| 1Y | +29.6% | +9.8% | +19.8% | +17.6% |
| All | +29.6% | +9.9% | +19.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling