-12.3%
LUV vs BEN
+36.0%
-48.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | -1.0% | -3.1% | +2.2% | +0.7% |
| 30D | -12.4% | +0.2% | -12.5% | -12.5% |
| 3M | -11.0% | +6.8% | -17.8% | -14.2% |
| 6M | -5.0% | +38.1% | -43.1% | -20.2% |
| YTD | -3.8% | +44.3% | -48.1% | -21.0% |
| 1Y | +25.9% | +42.6% | -16.7% | +3.6% |
| 3Y | +42.2% | +52.3% | -10.1% | +9.8% |
| All | -12.3% | +36.0% | -48.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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