+15.8%
LUV vs RL
+308.3%
-292.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.9% |
| 30D | -14.6% | -15.3% | +0.7% | -7.9% |
| 3M | -5.7% | -10.3% | +4.6% | -1.2% |
| 6M | -8.4% | -2.2% | -6.2% | -8.0% |
| YTD | -5.1% | -4.3% | -0.8% | -3.9% |
| 1Y | +26.6% | +8.9% | +17.7% | +21.0% |
| 3Y | +39.7% | +201.4% | -161.7% | -18.7% |
| 5Y | -12.0% | +230.6% | -242.6% | -52.6% |
| All | +15.8% | +308.3% | -292.5% | -44.2% |
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