+809.2%
LUV vs RL
+1,349.6%
-540.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | +3.1% | +1.9% | +1.2% | +2.4% |
| 30D | -17.4% | -12.2% | -5.2% | -13.6% |
| 3M | -4.9% | -6.6% | +1.8% | -2.7% |
| 6M | -5.7% | +3.2% | -8.9% | -7.0% |
| YTD | -5.2% | -1.3% | -3.9% | -5.1% |
| 1Y | +24.1% | +13.6% | +10.5% | +18.3% |
| 3Y | +39.6% | +210.9% | -171.3% | -8.3% |
| 5Y | -12.5% | +246.9% | -259.3% | -45.7% |
| 10Y | +12.9% | +310.1% | -297.2% | -37.4% |
| All | +809.2% | +1,349.6% | -540.4% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling