-18.6%
LUV vs BTDR
+15.3%
-33.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.5% |
| 7D | -0.1% | -3.2% | +3.1% | +0.1% |
| 30D | -14.6% | +32.7% | -47.3% | -16.7% |
| 3M | -5.7% | -28.4% | +22.7% | -4.3% |
| 6M | -8.4% | +51.7% | -60.1% | -12.4% |
| YTD | -5.1% | +2.9% | -8.0% | -7.6% |
| 1Y | +26.6% | -15.5% | +42.1% | +23.1% |
| 3Y | +39.7% | 0.0% | +39.7% | +25.1% |
| 5Y | -12.0% | +16.5% | -28.5% | -23.4% |
| All | -18.6% | +15.3% | -33.9% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling