+17.5%
LUV vs ROP
+135.6%
-118.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | -4.6% | +3.6% | +1.3% |
| 30D | -12.4% | -1.7% | -10.7% | -11.9% |
| 3M | -11.0% | +17.1% | -28.1% | -18.7% |
| 6M | -5.0% | +10.9% | -15.8% | -11.3% |
| YTD | -3.8% | -12.1% | +8.3% | +0.8% |
| 1Y | +25.9% | -24.2% | +50.2% | +42.9% |
| 3Y | +42.2% | -20.4% | +62.6% | +56.3% |
| 5Y | -10.8% | -15.4% | +4.6% | -6.8% |
| All | +17.5% | +135.6% | -118.2% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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