+171.2%
LUV vs BNS
+1,476.3%
-1,305.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -0.1% | -2.2% | +2.1% | +1.2% |
| 30D | -14.6% | +4.5% | -19.1% | -17.0% |
| 3M | -5.7% | +14.9% | -20.6% | -13.3% |
| 6M | -8.4% | +32.5% | -40.9% | -22.3% |
| YTD | -5.1% | +28.6% | -33.7% | -18.0% |
| 1Y | +26.6% | +48.4% | -21.8% | +0.7% |
| 3Y | +39.7% | +130.8% | -91.1% | -14.2% |
| 5Y | -12.0% | +94.8% | -106.8% | -40.8% |
| 10Y | +17.3% | +184.3% | -167.0% | -35.5% |
| All | +171.2% | +1,476.3% | -1,305.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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