-12.3%
LUV vs BHP
+110.7%
-123.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -1.0% | -3.6% | +2.7% | +0.3% |
| 30D | -12.4% | -1.2% | -11.2% | -12.2% |
| 3M | -11.0% | +1.2% | -12.2% | -11.9% |
| 6M | -5.0% | +21.4% | -26.4% | -12.3% |
| YTD | -3.8% | +50.4% | -54.2% | -18.1% |
| 1Y | +25.9% | +67.5% | -41.6% | +2.9% |
| 3Y | +42.2% | +72.8% | -30.6% | +12.8% |
| All | -12.3% | +110.7% | -123.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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