-13.1%
LUV vs BROS
+41.2%
-54.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | +3.1% | -0.9% | +4.0% | +3.3% |
| 30D | -17.4% | -13.5% | -4.0% | -15.4% |
| 3M | -4.9% | -18.4% | +13.6% | -2.2% |
| 6M | -5.7% | -10.6% | +4.9% | -4.7% |
| YTD | -5.2% | -25.1% | +19.9% | -1.7% |
| 1Y | +24.1% | -28.6% | +52.8% | +29.2% |
| 3Y | +39.6% | +65.6% | -26.0% | +23.1% |
| All | -13.1% | +41.2% | -54.2% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling