+228.9%
LUV vs BTG
+371.8%
-142.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -0.1% | -5.5% | +5.4% | +0.1% |
| 30D | -14.6% | +6.1% | -20.7% | -14.8% |
| 3M | -5.7% | +38.6% | -44.3% | -6.8% |
| 6M | -8.4% | +0.7% | -9.1% | -8.7% |
| YTD | -5.1% | +20.3% | -25.5% | -6.1% |
| 1Y | +26.6% | +25.0% | +1.5% | +25.1% |
| 3Y | +39.7% | +97.3% | -57.6% | +35.8% |
| 5Y | -12.0% | +78.3% | -90.3% | -14.5% |
| 10Y | +17.3% | +151.6% | -134.3% | +12.5% |
| All | +228.9% | +371.8% | -142.9% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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