+38.2%
LUV vs BTSG
+389.4%
-351.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.0% |
| 7D | -1.0% | -3.3% | +2.3% | -0.2% |
| 30D | -12.4% | -1.6% | -10.8% | -12.2% |
| 3M | -11.0% | -6.9% | -4.1% | -10.3% |
| 6M | -5.0% | +42.1% | -47.1% | -15.6% |
| YTD | -3.8% | +56.8% | -60.6% | -17.2% |
| 1Y | +25.9% | +109.8% | -83.9% | -0.7% |
| All | +38.2% | +389.4% | -351.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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