+14.4%
LUV vs BIYA
-99.8%
+114.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.1% | -1.3% | +1.2% | -0.1% |
| 30D | -14.6% | -15.9% | +1.3% | -14.6% |
| 3M | -5.7% | -81.2% | +75.5% | -5.6% |
| 6M | -8.4% | -88.2% | +79.8% | -8.1% |
| YTD | -5.1% | -94.1% | +89.0% | -4.2% |
| 1Y | +26.6% | -98.7% | +125.2% | +33.3% |
| All | +14.4% | -99.8% | +114.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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