+779.9%
LUV vs RMBS
+1,376.2%
-596.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | +0.7% | +3.5% | -2.8% | +0.3% |
| 30D | -13.4% | -8.6% | -4.9% | -12.7% |
| 3M | -9.6% | -40.3% | +30.7% | -5.3% |
| 6M | -8.9% | -1.0% | -7.9% | -10.1% |
| YTD | -5.2% | -4.6% | -0.5% | -6.6% |
| 1Y | +27.0% | +17.6% | +9.5% | +21.6% |
| 3Y | +39.6% | +58.6% | -19.0% | +26.7% |
| 5Y | -14.4% | +270.9% | -285.3% | -29.0% |
| 10Y | +17.3% | +569.1% | -551.8% | -8.7% |
| All | +779.9% | +1,376.2% | -596.3% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling