+17.5%
LUV vs RL
+311.3%
-293.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -1.0% | -3.4% | +2.5% | +0.6% |
| 30D | -12.4% | -14.4% | +2.1% | -5.9% |
| 3M | -11.0% | -13.6% | +2.6% | -5.3% |
| 6M | -5.0% | +0.6% | -5.5% | -5.8% |
| YTD | -3.8% | -3.6% | -0.2% | -2.8% |
| 1Y | +25.9% | +8.3% | +17.6% | +20.6% |
| 3Y | +42.2% | +204.8% | -162.5% | -17.6% |
| 5Y | -10.8% | +232.9% | -243.7% | -52.1% |
| All | +17.5% | +311.3% | -293.8% | -43.6% |
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