+134.8%
LUV vs BG
+1,192.5%
-1,057.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.1% | +3.7% | -3.8% | -1.1% |
| 30D | -14.6% | +12.3% | -26.9% | -17.3% |
| 3M | -5.7% | -2.2% | -3.5% | -5.8% |
| 6M | -8.4% | +5.3% | -13.8% | -10.9% |
| YTD | -5.1% | +42.4% | -47.5% | -15.1% |
| 1Y | +26.6% | +55.2% | -28.6% | +10.2% |
| 3Y | +39.7% | +21.0% | +18.7% | +28.3% |
| 5Y | -12.0% | +87.1% | -99.2% | -29.6% |
| 10Y | +17.3% | +169.8% | -152.6% | -18.1% |
| All | +134.8% | +1,192.5% | -1,057.7% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling