+115.8%
FCX vs LUV
-11.9%
+127.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | +2.7% | -12.4% | +15.0% | +8.2% |
| 3M | +7.4% | -11.0% | +18.4% | +12.0% |
| 6M | +16.0% | -5.0% | +21.0% | +17.2% |
| YTD | +40.9% | -3.8% | +44.7% | +39.3% |
| 1Y | +56.4% | +25.9% | +30.5% | +36.9% |
| 3Y | +84.2% | +42.2% | +42.0% | +45.8% |
| All | +115.8% | -11.9% | +127.7% | +97.3% |
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 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