-8.4%
LUV vs BG
+2.5%
-10.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.3% |
| 7D | -0.1% | +3.7% | -3.8% | +1.2% |
| 30D | -14.6% | +12.3% | -26.9% | -11.0% |
| 3M | -5.7% | -2.2% | -3.5% | -6.6% |
| 6M | -8.4% | +5.3% | -13.8% | -6.2% |
| All | -8.4% | +2.5% | -10.9% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling