-12.3%
LUV vs RMBS
+265.4%
-277.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -1.0% | +1.8% | -2.7% | -1.3% |
| 30D | -12.4% | -13.9% | +1.5% | -10.0% |
| 3M | -11.0% | -39.8% | +28.8% | -3.2% |
| 6M | -5.0% | -6.0% | +1.0% | -7.5% |
| YTD | -3.8% | -5.4% | +1.6% | -8.0% |
| 1Y | +25.9% | -1.8% | +27.7% | +17.7% |
| 3Y | +42.2% | +53.7% | -11.4% | +10.5% |
| All | -12.3% | +265.4% | -277.7% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling