-12.3%
LUV vs BB
-26.5%
+14.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -12.4% | -12.5% | +0.2% | -10.4% |
| 3M | -11.0% | -17.4% | +6.5% | -9.1% |
| 6M | -5.0% | +119.1% | -124.1% | -21.4% |
| YTD | -3.8% | +102.4% | -106.2% | -19.3% |
| 1Y | +25.9% | +98.2% | -72.3% | +5.0% |
| 3Y | +42.2% | +46.9% | -4.7% | +20.0% |
| All | -12.3% | -26.5% | +14.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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