+29.6%
LUV vs BRO
-24.4%
+54.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.4% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | -18.4% | +0.9% | -19.3% | -18.4% |
| 3M | -3.2% | +24.8% | -28.0% | -5.2% |
| 6M | -14.8% | -0.1% | -14.8% | -14.3% |
| YTD | -2.9% | -9.7% | +6.9% | -0.1% |
| 1Y | +29.6% | -24.5% | +54.1% | +39.0% |
| All | +29.6% | -24.4% | +54.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling