+585.4%
LUV vs BUD
+201.1%
+384.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -18.4% | -5.7% | -12.7% | -16.0% |
| 3M | -3.2% | +3.1% | -6.3% | -4.8% |
| 6M | -14.8% | +7.9% | -22.7% | -18.1% |
| YTD | -2.9% | +27.3% | -30.2% | -14.1% |
| 1Y | +29.6% | +37.8% | -8.2% | +10.0% |
| 3Y | +35.2% | +49.8% | -14.6% | +7.3% |
| 5Y | -11.7% | +43.8% | -55.5% | -29.6% |
| 10Y | +21.6% | -22.6% | +44.2% | +16.4% |
| All | +585.4% | +201.1% | +384.3% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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