+17.5%
LUV vs BG
+166.7%
-149.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +2.0% |
| 7D | -1.0% | +3.1% | -4.1% | -2.0% |
| 30D | -12.4% | +10.2% | -22.6% | -15.3% |
| 3M | -11.0% | -1.7% | -9.3% | -11.2% |
| 6M | -5.0% | +1.0% | -6.0% | -6.8% |
| YTD | -3.8% | +39.9% | -43.7% | -16.4% |
| 1Y | +25.9% | +53.2% | -27.3% | +5.2% |
| 3Y | +42.2% | +16.3% | +26.0% | +29.0% |
| 5Y | -10.8% | +83.9% | -94.6% | -35.1% |
| All | +17.5% | +166.7% | -149.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling