-12.3%
LUV vs BRO
+17.6%
-29.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -1.0% | -7.3% | +6.4% | +1.3% |
| 30D | -12.4% | -6.9% | -5.5% | -10.5% |
| 3M | -11.0% | +10.7% | -21.7% | -14.6% |
| 6M | -5.0% | -2.7% | -2.3% | -5.1% |
| YTD | -3.8% | -16.3% | +12.5% | +1.2% |
| 1Y | +25.9% | -29.1% | +55.0% | +40.8% |
| 3Y | +42.2% | -7.8% | +50.1% | +42.5% |
| All | -12.3% | +17.6% | -29.9% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling