-12.3%
LUV vs BAX
-68.1%
+55.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | -1.0% | -7.9% | +6.9% | +1.5% |
| 30D | -12.4% | -11.7% | -0.7% | -9.0% |
| 3M | -11.0% | +16.2% | -27.2% | -15.3% |
| 6M | -5.0% | +32.0% | -37.0% | -13.2% |
| YTD | -3.8% | +24.7% | -28.5% | -11.3% |
| 1Y | +25.9% | -2.6% | +28.5% | +23.8% |
| 3Y | +42.2% | -35.0% | +77.2% | +53.0% |
| All | -12.3% | -68.1% | +55.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling