+422.7%
LUV vs RSG
+2,015.5%
-1,592.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -12.4% | +4.0% | -16.3% | -13.5% |
| 3M | -11.0% | +7.4% | -18.4% | -13.4% |
| 6M | -5.0% | +0.1% | -5.1% | -5.8% |
| YTD | -3.8% | +6.0% | -9.8% | -6.8% |
| 1Y | +25.9% | -3.0% | +28.9% | +25.6% |
| 3Y | +42.2% | +56.5% | -14.3% | +19.4% |
| 5Y | -10.8% | +90.9% | -101.7% | -30.7% |
| 10Y | +19.0% | +428.7% | -409.8% | -32.7% |
| All | +422.7% | +2,015.5% | -1,592.8% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling