+42.2%
LUV vs BLDR
-57.1%
+99.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.7% |
| 7D | -1.0% | -8.2% | +7.3% | +1.7% |
| 30D | -12.4% | -16.6% | +4.3% | -7.3% |
| 3M | -11.0% | -23.2% | +12.2% | -4.0% |
| 6M | -5.0% | -33.7% | +28.8% | +6.5% |
| YTD | -3.8% | -41.3% | +37.5% | +11.0% |
| 1Y | +25.9% | -58.8% | +84.7% | +58.3% |
| 3Y | +42.2% | -57.5% | +99.7% | +59.3% |
| All | +42.2% | -57.1% | +99.3% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling