+612.2%
FCX vs LUV
+20.2%
+591.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | +2.7% | -12.4% | +15.0% | +9.0% |
| 3M | +7.4% | -11.0% | +18.4% | +12.6% |
| 6M | +16.0% | -5.0% | +21.0% | +17.3% |
| YTD | +40.9% | -3.8% | +44.7% | +39.1% |
| 1Y | +56.4% | +25.9% | +30.5% | +34.4% |
| 3Y | +84.2% | +42.2% | +42.0% | +41.1% |
| 5Y | +114.6% | -10.8% | +125.4% | +101.8% |
| All | +612.2% | +20.2% | +591.9% | +517.5% |
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