+17.5%
LUV vs RGEN
+415.7%
-398.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | -1.0% | -1.4% | +0.5% | -0.7% |
| 30D | -12.4% | -0.3% | -12.0% | -12.5% |
| 3M | -11.0% | +23.9% | -34.9% | -15.0% |
| 6M | -5.0% | +38.5% | -43.5% | -11.3% |
| YTD | -3.8% | +0.8% | -4.6% | -5.0% |
| 1Y | +25.9% | +38.2% | -12.3% | +16.9% |
| 3Y | +42.2% | +1.3% | +40.9% | +34.9% |
| 5Y | -10.8% | -44.0% | +33.2% | -11.5% |
| All | +17.5% | +415.7% | -398.3% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling