-14.4%
LUV vs RL
+233.3%
-247.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 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% | +21.0% |
| 3Y | +39.6% | +200.5% | -160.8% | -20.3% |
| 5Y | -14.4% | +226.3% | -240.7% | -55.7% |
| All | -14.4% | +233.3% | -247.7% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling