-12.3%
LUV vs RVTY
-33.1%
+20.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.6% |
| 7D | -1.0% | -4.5% | +3.6% | +0.5% |
| 30D | -12.4% | +5.5% | -17.8% | -14.0% |
| 3M | -11.0% | +22.5% | -33.5% | -17.1% |
| 6M | -5.0% | +38.9% | -43.9% | -15.1% |
| YTD | -3.8% | +28.7% | -32.5% | -12.7% |
| 1Y | +25.9% | +45.5% | -19.6% | +9.7% |
| 3Y | +42.2% | +16.4% | +25.9% | +29.4% |
| All | -12.3% | -33.1% | +20.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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