+40.2%
LUV vs BWA
+68.2%
-28.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -14.6% | -5.5% | -9.1% | -12.9% |
| 3M | -5.7% | -7.6% | +1.9% | -3.3% |
| 6M | -8.4% | +25.0% | -33.4% | -17.1% |
| YTD | -5.1% | +47.0% | -52.1% | -22.3% |
| 1Y | +26.6% | +54.0% | -27.4% | +1.0% |
| All | +40.2% | +68.2% | -28.0% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling