+17.5%
LUV vs RMBS
+566.4%
-549.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | -1.0% | +1.8% | -2.7% | -1.4% |
| 30D | -12.4% | -13.9% | +1.5% | -9.5% |
| 3M | -11.0% | -39.8% | +28.8% | -1.4% |
| 6M | -5.0% | -6.0% | +1.0% | -8.0% |
| YTD | -3.8% | -5.4% | +1.6% | -8.8% |
| 1Y | +25.9% | -1.8% | +27.7% | +16.0% |
| 3Y | +42.2% | +53.7% | -11.4% | +5.7% |
| 5Y | -10.8% | +268.5% | -279.3% | -53.8% |
| All | +17.5% | +566.4% | -549.0% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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