+14.3%
LUV vs BIYA
-99.8%
+114.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +0.7% | +2.7% | -2.1% | +0.7% |
| 30D | -13.4% | -16.7% | +3.2% | -13.5% |
| 3M | -9.6% | -74.6% | +65.0% | -9.6% |
| 6M | -8.9% | -85.4% | +76.5% | -8.9% |
| YTD | -5.2% | -94.2% | +89.0% | -4.2% |
| 1Y | +27.0% | -98.6% | +125.6% | +33.4% |
| All | +14.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling