-42.2%
RIG vs LUV
+20.2%
-62.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.5% |
| 7D | -3.1% | -1.0% | -2.1% | -2.6% |
| 30D | -0.5% | -12.4% | +11.8% | +5.9% |
| 3M | -6.0% | -11.0% | +5.0% | -2.3% |
| 6M | -10.1% | -5.0% | -5.2% | -12.9% |
| YTD | +37.3% | -3.8% | +41.1% | +28.0% |
| 1Y | +73.9% | +25.9% | +48.0% | +35.6% |
| 3Y | -30.2% | +42.2% | -72.4% | -54.1% |
| 5Y | +62.5% | -10.8% | +73.2% | +39.9% |
| All | -42.2% | +20.2% | -62.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling