+281.0%
LUV vs BB
+261.2%
+19.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.2% |
| 7D | +0.7% | +1.8% | -1.2% | +0.4% |
| 30D | -13.4% | -12.2% | -1.2% | -12.3% |
| 3M | -9.6% | -12.3% | +2.7% | -8.9% |
| 6M | -8.9% | +122.7% | -131.6% | -18.0% |
| YTD | -5.2% | +104.5% | -109.6% | -13.9% |
| 1Y | +27.0% | +106.7% | -79.6% | +14.7% |
| 3Y | +39.6% | +70.0% | -30.3% | +25.1% |
| 5Y | -14.4% | -27.8% | +13.4% | -17.9% |
| 10Y | +17.3% | +2.4% | +14.9% | -1.3% |
| All | +281.0% | +261.2% | +19.9% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling