+29.6%
LUV vs BWA
+59.1%
-29.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.7% |
| 7D | +0.4% | +5.7% | -5.2% | -0.8% |
| 30D | -18.4% | +1.4% | -19.8% | -18.8% |
| 3M | -3.2% | -12.1% | +8.9% | -0.9% |
| 6M | -14.8% | +28.6% | -43.4% | -20.2% |
| YTD | -2.9% | +51.1% | -53.9% | -17.6% |
| 1Y | +29.6% | +55.9% | -26.3% | +6.4% |
| All | +29.6% | +59.1% | -29.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling