-12.0%
LUV vs ROP
-16.6%
+4.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -0.1% | -8.0% | +7.9% | +3.0% |
| 30D | -14.6% | -2.7% | -11.9% | -13.9% |
| 3M | -5.7% | +16.6% | -22.3% | -12.6% |
| 6M | -8.4% | +10.4% | -18.8% | -13.4% |
| YTD | -5.1% | -12.1% | +7.0% | +0.2% |
| 1Y | +26.6% | -23.6% | +50.2% | +44.2% |
| 3Y | +39.7% | -19.3% | +59.0% | +54.4% |
| 5Y | -12.0% | -15.4% | +3.3% | -9.6% |
| All | -12.0% | -16.6% | +4.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling