+25.9%
LUV vs BROS
-32.8%
+58.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.1% |
| 7D | -1.0% | -5.8% | +4.8% | +0.7% |
| 30D | -12.4% | -14.0% | +1.6% | -8.7% |
| 3M | -11.0% | -32.5% | +21.5% | -2.1% |
| 6M | -5.0% | -14.9% | +9.9% | -3.7% |
| YTD | -3.8% | -28.3% | +24.5% | +0.8% |
| 1Y | +25.9% | -34.0% | +59.9% | +24.6% |
| All | +25.9% | -32.8% | +58.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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