+40.2%
LUV vs RL
+198.9%
-158.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +1.6% |
| 7D | +0.7% | -0.3% | +0.9% | +0.7% |
| 30D | -13.4% | -17.5% | +4.1% | -5.4% |
| 3M | -9.6% | -14.0% | +4.4% | -3.3% |
| 6M | -8.9% | -2.0% | -6.9% | -8.6% |
| YTD | -5.2% | -4.6% | -0.6% | -3.8% |
| 1Y | +27.0% | +9.5% | +17.5% | +21.4% |
| All | +40.2% | +198.9% | -158.7% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling