+40.2%
LUV vs BAX
-34.3%
+74.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -0.1% | -5.4% | +5.3% | +1.7% |
| 30D | -14.6% | -12.4% | -2.2% | -10.9% |
| 3M | -5.7% | +19.1% | -24.8% | -11.1% |
| 6M | -8.4% | +38.6% | -47.0% | -18.0% |
| YTD | -5.1% | +26.7% | -31.8% | -13.4% |
| 1Y | +26.6% | +1.0% | +25.6% | +22.7% |
| All | +40.2% | -34.3% | +74.6% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling