+42.2%
LUV vs RUN
-39.0%
+81.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -1.0% | -3.7% | +2.8% | -0.6% |
| 30D | -12.4% | -13.0% | +0.7% | -11.3% |
| 3M | -11.0% | -31.8% | +20.8% | -8.1% |
| 6M | -5.0% | -32.2% | +27.2% | -2.2% |
| YTD | -3.8% | -53.5% | +49.7% | +1.0% |
| 1Y | +25.9% | -46.5% | +72.4% | +29.7% |
| 3Y | +42.2% | -37.6% | +79.8% | +24.0% |
| All | +42.2% | -39.0% | +81.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling