-42.4%
RIG vs LUV
+782.7%
-825.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.1% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -0.5% | -12.4% | +11.8% | +2.9% |
| 3M | -6.0% | -11.0% | +5.0% | -3.9% |
| 6M | -10.1% | -5.0% | -5.2% | -11.2% |
| YTD | +37.3% | -3.8% | +41.1% | +33.6% |
| 1Y | +73.9% | +25.9% | +48.0% | +55.5% |
| 3Y | -30.2% | +42.2% | -72.4% | -41.2% |
| 5Y | +62.5% | -10.8% | +73.2% | +54.1% |
| 10Y | -42.3% | +19.0% | -61.3% | -47.2% |
| All | -42.4% | +782.7% | -825.1% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling