+95.6%
FAST vs LUV
+43.2%
+52.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.8% | -18.4% | +17.6% | +2.0% |
| 3M | +5.8% | -3.2% | +9.0% | +6.0% |
| 6M | +8.0% | -14.8% | +22.8% | +9.7% |
| YTD | +25.6% | -2.9% | +28.5% | +25.0% |
| 1Y | +0.8% | +29.6% | -28.8% | -4.1% |
| All | +95.6% | +43.2% | +52.4% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling