-12.0%
LUV vs REPL
-58.5%
+46.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.2% |
| 7D | -0.1% | -13.4% | +13.3% | +0.2% |
| 30D | -14.6% | -3.0% | -11.6% | -14.6% |
| 3M | -5.7% | +56.3% | -62.0% | -7.8% |
| 6M | -8.4% | +60.9% | -69.3% | -13.1% |
| YTD | -5.1% | +36.2% | -41.3% | -9.5% |
| 1Y | +26.6% | +121.0% | -94.5% | +15.0% |
| 3Y | +39.7% | -32.8% | +72.5% | +24.9% |
| 5Y | -12.0% | -58.7% | +46.6% | -17.8% |
| All | -12.0% | -58.5% | +46.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling