+15.2%
LUV vs RPRX
+57.8%
-42.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | -4.0% | +4.6% | +1.9% |
| 30D | -13.4% | +4.9% | -18.4% | -14.8% |
| 3M | -9.6% | +9.4% | -18.9% | -12.3% |
| 6M | -8.9% | +33.3% | -42.2% | -17.0% |
| YTD | -5.2% | +59.0% | -64.1% | -17.9% |
| 1Y | +27.0% | +69.2% | -42.2% | +7.8% |
| 3Y | +39.6% | +124.1% | -84.4% | +8.4% |
| 5Y | -14.4% | +77.9% | -92.3% | -28.8% |
| All | +15.2% | +57.8% | -42.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded RPRX 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling