+548.6%
FAST vs LUV
+21.0%
+527.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +8.3% | +14.0% | -5.7% | +5.1% |
| 3M | +6.5% | +2.6% | +3.9% | +5.6% |
| 6M | +29.5% | +17.3% | +12.2% | +24.1% |
| YTD | +41.3% | +14.0% | +27.3% | +34.7% |
| 1Y | +37.4% | +47.9% | -10.5% | +23.2% |
| 3Y | +98.5% | +114.0% | -15.4% | +56.3% |
| 5Y | +111.1% | +3.2% | +108.0% | +96.2% |
| 10Y | +548.6% | +20.0% | +528.6% | +488.5% |
| All | +548.6% | +21.0% | +527.6% | +488.5% |
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