+15.8%
LUV vs RBA
+195.3%
-179.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -0.1% | -3.3% | +3.2% | +1.0% |
| 30D | -14.6% | -9.8% | -4.8% | -11.8% |
| 3M | -5.7% | -23.5% | +17.8% | +2.2% |
| 6M | -8.4% | -21.5% | +13.1% | -1.6% |
| YTD | -5.1% | -21.2% | +16.0% | +1.5% |
| 1Y | +26.6% | -30.2% | +56.8% | +40.7% |
| 3Y | +39.7% | +25.3% | +14.4% | +28.2% |
| 5Y | -12.0% | +35.1% | -47.1% | -23.3% |
| All | +15.8% | +195.3% | -179.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling