-5.1%
ROL vs LUV
-14.7%
+9.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.3% | +0.7% | -3.9% | -3.3% |
| 30D | -7.2% | -13.4% | +6.2% | -6.0% |
| 3M | -27.0% | -9.6% | -17.4% | -26.4% |
| 6M | -39.5% | -8.9% | -30.6% | -39.2% |
| YTD | -41.8% | -5.2% | -36.6% | -41.8% |
| 1Y | -38.9% | +27.0% | -65.9% | -40.6% |
| 3Y | -0.4% | +39.6% | -40.0% | -6.6% |
| All | -5.1% | -14.7% | +9.6% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling