+225.9%
LUV vs BLDR
+380.2%
-154.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +0.7% | -2.7% | +3.3% | +1.1% |
| 30D | -13.4% | -14.7% | +1.3% | -11.1% |
| 3M | -9.6% | -20.8% | +11.2% | -6.1% |
| 6M | -8.9% | -35.3% | +26.4% | -2.1% |
| YTD | -5.2% | -40.3% | +35.2% | +3.1% |
| 1Y | +27.0% | -56.3% | +83.3% | +45.2% |
| 3Y | +39.6% | -56.1% | +95.8% | +55.9% |
| 5Y | -14.4% | +12.9% | -27.3% | -19.4% |
| 10Y | +17.3% | +386.5% | -369.2% | -14.4% |
| All | +225.9% | +380.2% | -154.3% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling