+4,394.1%
LUV vs BRO
+25,535.4%
-21,141.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -1.0% | -7.3% | +6.4% | +0.6% |
| 30D | -12.4% | -6.9% | -5.5% | -11.1% |
| 3M | -11.0% | +10.7% | -21.7% | -13.3% |
| 6M | -5.0% | -2.7% | -2.3% | -5.1% |
| YTD | -3.8% | -16.3% | +12.5% | -0.9% |
| 1Y | +25.9% | -29.1% | +55.0% | +34.1% |
| 3Y | +42.2% | -7.8% | +50.1% | +42.7% |
| 5Y | -10.8% | +18.7% | -29.5% | -15.7% |
| 10Y | +19.0% | +291.9% | -272.9% | -8.7% |
| All | +4,394.1% | +25,535.4% | -21,141.4% | +3,257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling