+4,328.8%
LUV vs BAX
+862.9%
+3,465.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.2% |
| 7D | +3.1% | -2.4% | +5.5% | +3.9% |
| 30D | -17.4% | -9.7% | -7.7% | -14.7% |
| 3M | -4.9% | +29.3% | -34.1% | -12.7% |
| 6M | -5.7% | +40.7% | -46.4% | -16.0% |
| YTD | -5.2% | +30.3% | -35.5% | -14.1% |
| 1Y | +24.1% | +3.4% | +20.7% | +20.3% |
| 3Y | +39.6% | -32.0% | +71.6% | +50.3% |
| 5Y | -12.5% | -66.9% | +54.4% | +16.1% |
| 10Y | +12.9% | -37.1% | +50.0% | +19.7% |
| All | +4,328.8% | +862.9% | +3,465.9% | +1,563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling