-12.3%
LUV vs RJF
+104.0%
-116.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | -1.0% | -2.7% | +1.7% | +0.7% |
| 30D | -12.4% | -4.3% | -8.1% | -10.1% |
| 3M | -11.0% | +15.7% | -26.7% | -18.6% |
| 6M | -5.0% | +17.8% | -22.8% | -14.1% |
| YTD | -3.8% | +9.2% | -13.0% | -9.7% |
| 1Y | +25.9% | +2.8% | +23.1% | +22.4% |
| 3Y | +42.2% | +69.5% | -27.2% | -1.1% |
| All | -12.3% | +104.0% | -116.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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