+17.5%
LUV vs BR
+189.7%
-172.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.0% | -3.0% | +2.0% | +0.3% |
| 30D | -12.4% | -0.3% | -12.1% | -12.5% |
| 3M | -11.0% | +17.3% | -28.3% | -17.8% |
| 6M | -5.0% | -6.7% | +1.7% | -3.0% |
| YTD | -3.8% | -23.4% | +19.7% | +6.8% |
| 1Y | +25.9% | -32.7% | +58.6% | +48.9% |
| 3Y | +42.2% | -5.9% | +48.1% | +40.7% |
| 5Y | -10.8% | +8.4% | -19.2% | -19.9% |
| All | +17.5% | +189.7% | -172.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling