-8.4%
LUV vs RSG
-2.8%
-5.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | -0.3% |
| 7D | -0.1% | -1.8% | +1.7% | -1.1% |
| 30D | -14.6% | +2.8% | -17.4% | -13.2% |
| 3M | -5.7% | +4.3% | -10.0% | -3.1% |
| 6M | -8.4% | -0.5% | -7.9% | -11.3% |
| All | -8.4% | -2.8% | -5.6% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling