-11.8%
LUV vs BROS
+35.1%
-46.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.2% |
| 7D | -1.0% | -5.8% | +4.8% | 0.0% |
| 30D | -12.4% | -14.0% | +1.6% | -10.2% |
| 3M | -11.0% | -32.5% | +21.5% | -5.5% |
| 6M | -5.0% | -14.9% | +9.9% | -3.1% |
| YTD | -3.8% | -28.3% | +24.5% | +0.5% |
| 1Y | +25.9% | -34.0% | +59.9% | +32.7% |
| 3Y | +42.2% | +63.0% | -20.7% | +25.8% |
| All | -11.8% | +35.1% | -46.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling