+956.6%
LUV vs RL
+1,517.3%
-560.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.2% |
| 30D | +14.2% | +2.9% | +11.3% | +13.2% |
| 3M | +0.6% | 0.0% | +0.6% | +0.6% |
| 6M | +15.1% | +17.1% | -2.0% | +8.4% |
| YTD | +10.2% | +10.1% | +0.1% | +6.1% |
| 1Y | +38.4% | +17.3% | +21.1% | +30.5% |
| 3Y | +107.5% | +249.3% | -141.8% | +30.9% |
| 5Y | +1.1% | +240.9% | -239.8% | -36.9% |
| 10Y | +16.0% | +337.3% | -321.2% | -37.2% |
| All | +956.6% | +1,517.3% | -560.7% | +205.0% |
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