+4,331.1%
LUV vs BDX
+5,136.8%
-805.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -0.1% | -5.4% | +5.3% | +1.7% |
| 30D | -14.6% | -2.2% | -12.4% | -14.1% |
| 3M | -5.7% | +20.1% | -25.8% | -11.5% |
| 6M | -8.4% | +9.1% | -17.5% | -11.3% |
| YTD | -5.1% | +17.9% | -23.0% | -10.6% |
| 1Y | +26.6% | +22.1% | +4.5% | +17.9% |
| 3Y | +39.7% | -10.5% | +50.2% | +42.0% |
| 5Y | -12.0% | -2.6% | -9.4% | -13.8% |
| 10Y | +17.3% | +57.5% | -40.2% | -5.3% |
| All | +4,331.1% | +5,136.8% | -805.7% | +911.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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