-17.4%
LUV vs REPL
-6.0%
-11.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.4% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | -18.4% | +27.1% | -45.5% | -19.4% |
| 3M | -3.2% | +52.4% | -55.6% | -6.9% |
| 6M | -14.8% | +107.4% | -122.3% | -23.5% |
| YTD | -2.9% | +54.7% | -57.6% | -11.3% |
| 1Y | +29.6% | +158.9% | -129.3% | +10.2% |
| 3Y | +35.2% | -23.7% | +58.9% | +10.0% |
| 5Y | -11.7% | -54.3% | +42.7% | -26.2% |
| All | -17.4% | -6.0% | -11.4% | -39.3% |
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