+561.5%
LUV vs BWA
+3,371.1%
-2,809.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | +0.7% | +0.1% | +0.5% | +0.6% |
| 30D | -13.4% | -5.6% | -7.9% | -11.6% |
| 3M | -9.6% | -10.7% | +1.1% | -5.9% |
| 6M | -8.9% | +23.2% | -32.1% | -16.9% |
| YTD | -5.2% | +46.0% | -51.1% | -20.7% |
| 1Y | +27.0% | +51.2% | -24.1% | +4.6% |
| 3Y | +39.6% | +69.6% | -29.9% | +7.9% |
| 5Y | -14.4% | +86.6% | -101.0% | -37.2% |
| 10Y | +17.3% | +152.3% | -135.0% | -27.2% |
| All | +561.5% | +3,371.1% | -2,809.6% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling