-12.3%
LUV vs BTDR
+20.7%
-33.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.1% |
| 7D | -1.0% | -3.4% | +2.4% | -0.7% |
| 30D | -12.4% | +32.6% | -44.9% | -14.5% |
| 3M | -11.0% | -32.2% | +21.3% | -9.3% |
| 6M | -5.0% | +52.4% | -57.3% | -9.2% |
| YTD | -3.8% | +6.7% | -10.5% | -6.5% |
| 1Y | +25.9% | -15.2% | +41.2% | +22.4% |
| 3Y | +42.2% | +14.9% | +27.4% | +26.8% |
| All | -12.3% | +20.7% | -33.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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