-12.3%
LUV vs RVMD
+576.1%
-588.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.0% | -3.0% | +2.0% | -0.5% |
| 30D | -12.4% | -0.7% | -11.6% | -12.3% |
| 3M | -11.0% | +36.5% | -47.5% | -15.0% |
| 6M | -5.0% | +104.6% | -109.6% | -15.1% |
| YTD | -3.8% | +155.8% | -159.6% | -17.6% |
| 1Y | +25.9% | +340.7% | -314.8% | -0.8% |
| 3Y | +42.2% | +519.9% | -477.7% | +2.9% |
| All | -12.3% | +576.1% | -588.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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