+206.1%
LUV vs RNG
+305.9%
-99.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.7% | -4.1% | +4.7% | +1.2% |
| 30D | -13.4% | +8.6% | -22.1% | -14.5% |
| 3M | -9.6% | +78.0% | -87.6% | -17.0% |
| 6M | -8.9% | +67.0% | -75.9% | -16.3% |
| YTD | -5.2% | +142.4% | -147.6% | -18.4% |
| 1Y | +27.0% | +120.4% | -93.4% | +10.6% |
| 3Y | +39.6% | +122.1% | -82.5% | +18.5% |
| 5Y | -14.4% | -69.8% | +55.4% | -14.3% |
| 10Y | +17.3% | +223.4% | -206.1% | -27.5% |
| All | +206.1% | +305.9% | -99.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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