+4.4%
FAST vs LUV
+27.8%
-23.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -6.4% | -14.6% | +8.2% | -4.6% |
| 3M | +7.1% | -5.7% | +12.8% | +7.6% |
| 6M | +7.0% | -8.4% | +15.4% | +7.4% |
| YTD | +24.1% | -5.1% | +29.3% | +24.1% |
| 1Y | +4.4% | +26.6% | -22.2% | +1.3% |
| All | +4.4% | +27.8% | -23.4% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling