+40.2%
LUV vs REPL
-27.0%
+67.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.7% | -9.6% | +10.2% | +0.8% |
| 30D | -13.4% | +5.7% | -19.2% | -13.5% |
| 3M | -9.6% | +56.4% | -66.0% | -10.4% |
| 6M | -8.9% | +67.4% | -76.3% | -11.1% |
| YTD | -5.2% | +48.7% | -53.8% | -7.3% |
| 1Y | +27.0% | +148.3% | -121.2% | +20.2% |
| All | +40.2% | -27.0% | +67.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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