+29.6%
LUV vs RGEN
+45.2%
-15.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | +0.4% | -4.9% | +5.3% | +1.8% |
| 30D | -18.4% | +5.7% | -24.1% | -20.0% |
| 3M | -3.2% | +32.4% | -35.7% | -12.0% |
| 6M | -14.8% | +33.2% | -48.0% | -23.4% |
| YTD | -2.9% | +2.3% | -5.1% | -10.3% |
| 1Y | +29.6% | +39.0% | -9.4% | +19.4% |
| All | +29.6% | +45.2% | -15.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling