-12.0%
LUV vs BBWI
-69.5%
+57.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -0.1% | -8.0% | +7.9% | +2.0% |
| 30D | -14.6% | -6.6% | -8.0% | -13.5% |
| 3M | -5.7% | -2.7% | -3.0% | -5.5% |
| 6M | -8.4% | -12.8% | +4.3% | -6.4% |
| YTD | -5.1% | -10.5% | +5.3% | -4.3% |
| 1Y | +26.6% | -35.3% | +61.9% | +37.4% |
| 3Y | +39.7% | -47.7% | +87.4% | +52.4% |
| 5Y | -12.0% | -68.9% | +56.9% | +8.4% |
| All | -12.0% | -69.5% | +57.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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