-12.0%
LUV vs RRC
+150.0%
-162.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | -14.6% | +3.0% | -17.6% | -15.0% |
| 3M | -5.7% | +7.3% | -13.0% | -7.0% |
| 6M | -8.4% | +3.6% | -12.0% | -9.7% |
| YTD | -5.1% | +19.4% | -24.5% | -9.2% |
| 1Y | +26.6% | +21.4% | +5.2% | +20.0% |
| 3Y | +39.7% | +32.8% | +6.9% | +28.5% |
| 5Y | -12.0% | +152.0% | -164.0% | -25.6% |
| All | -12.0% | +150.0% | -162.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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