+17.5%
LUV vs BTI
+73.8%
-56.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -12.4% | -1.1% | -11.3% | -12.1% |
| 3M | -11.0% | -8.8% | -2.2% | -8.2% |
| 6M | -5.0% | -4.0% | -1.0% | -4.3% |
| YTD | -3.8% | +0.4% | -4.1% | -4.9% |
| 1Y | +25.9% | +1.9% | +24.0% | +23.5% |
| 3Y | +42.2% | +108.5% | -66.3% | +3.0% |
| 5Y | -10.8% | +118.5% | -129.3% | -36.8% |
| All | +17.5% | +73.8% | -56.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling