-12.5%
LUV vs RACE
+92.4%
-104.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | +3.1% | -1.0% | +4.1% | +3.5% |
| 30D | -17.4% | -1.5% | -15.9% | -17.0% |
| 3M | -4.9% | +15.5% | -20.3% | -10.4% |
| 6M | -5.7% | +17.3% | -23.0% | -12.0% |
| YTD | -5.2% | +11.1% | -16.3% | -10.0% |
| 1Y | +24.1% | -14.3% | +38.4% | +29.4% |
| 3Y | +39.6% | +40.2% | -0.6% | +10.4% |
| 5Y | -12.5% | +92.6% | -105.0% | -38.8% |
| All | -12.5% | +92.4% | -104.9% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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