-6.3%
LUV vs REPL
+36.8%
-43.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.1% | +1.2% | -0.1% | +1.0% |
| 30D | +14.2% | +92.2% | -78.0% | +10.9% |
| 3M | +0.6% | +44.1% | -43.5% | -1.2% |
| 6M | +15.1% | +313.0% | -298.0% | +3.7% |
| YTD | +10.2% | +125.2% | -115.0% | -1.2% |
| 1Y | +38.4% | +143.8% | -105.3% | +23.4% |
| 3Y | +107.5% | +104.2% | +3.3% | +54.2% |
| 5Y | +1.1% | -34.5% | +35.6% | -16.8% |
| All | -6.3% | +36.8% | -43.1% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling