+12.2%
LUV vs RL
+337.1%
-324.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.1% |
| 7D | +1.1% | +2.6% | -1.5% | -0.1% |
| 30D | +14.2% | +2.9% | +11.3% | +12.8% |
| 3M | +0.6% | 0.0% | +0.6% | +0.6% |
| 6M | +15.1% | +17.1% | -2.0% | +6.3% |
| YTD | +10.2% | +10.1% | +0.1% | +4.7% |
| 1Y | +38.4% | +17.3% | +21.1% | +27.9% |
| 3Y | +107.5% | +249.3% | -141.8% | +13.0% |
| 5Y | +1.1% | +240.9% | -239.8% | -46.1% |
| All | +12.2% | +337.1% | -324.9% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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