+17.5%
LUV vs RSG
+428.9%
-411.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -12.4% | +4.0% | -16.3% | -14.1% |
| 3M | -11.0% | +7.4% | -18.4% | -14.7% |
| 6M | -5.0% | +0.1% | -5.1% | -6.2% |
| YTD | -3.8% | +6.0% | -9.8% | -8.7% |
| 1Y | +25.9% | -3.0% | +28.9% | +25.7% |
| 3Y | +42.2% | +56.5% | -14.3% | +2.3% |
| 5Y | -10.8% | +90.9% | -101.7% | -46.0% |
| All | +17.5% | +428.9% | -411.5% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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