+4,330.0%
LUV vs BHP
+8,071.5%
-3,741.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | -13.4% | +4.0% | -17.5% | -14.6% |
| 3M | -9.6% | +11.3% | -20.8% | -12.6% |
| 6M | -8.9% | +29.3% | -38.2% | -15.9% |
| YTD | -5.2% | +59.2% | -64.4% | -17.8% |
| 1Y | +27.0% | +80.8% | -53.8% | +6.0% |
| 3Y | +39.6% | +88.0% | -48.4% | +14.6% |
| 5Y | -14.4% | +126.6% | -141.1% | -35.0% |
| 10Y | +17.3% | +515.7% | -498.5% | -32.8% |
| All | +4,330.0% | +8,071.5% | -3,741.5% | +1,194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling