-13.5%
LUV vs BWA
+84.5%
-98.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.3% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -14.6% | -5.5% | -9.1% | -12.6% |
| 3M | -5.7% | -7.6% | +1.9% | -2.8% |
| 6M | -8.4% | +25.0% | -33.4% | -18.6% |
| YTD | -5.1% | +47.0% | -52.1% | -24.4% |
| 1Y | +26.6% | +54.0% | -27.4% | -1.9% |
| 3Y | +39.7% | +70.7% | -31.0% | -1.0% |
| All | -13.5% | +84.5% | -98.0% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling