+4,394.1%
LUV vs RJF
+48,495.2%
-44,101.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | -1.0% | -2.7% | +1.7% | +0.1% |
| 30D | -12.4% | -4.3% | -8.1% | -10.9% |
| 3M | -11.0% | +15.7% | -26.7% | -15.9% |
| 6M | -5.0% | +17.8% | -22.8% | -10.8% |
| YTD | -3.8% | +9.2% | -13.0% | -7.4% |
| 1Y | +25.9% | +2.8% | +23.1% | +24.0% |
| 3Y | +42.2% | +69.5% | -27.2% | +15.6% |
| 5Y | -10.8% | +105.9% | -116.7% | -32.7% |
| 10Y | +19.0% | +424.9% | -405.9% | -35.6% |
| All | +4,394.1% | +48,495.2% | -44,101.1% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling