+1,075.1%
FCX vs LUV
+807.7%
+267.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +6.1% |
| 7D | +5.7% | +3.1% | +2.6% | +4.6% |
| 30D | +10.1% | -17.4% | +27.5% | +16.8% |
| 3M | +20.2% | -4.9% | +25.1% | +21.6% |
| 6M | +29.7% | -5.7% | +35.4% | +31.3% |
| YTD | +51.9% | -5.2% | +57.1% | +52.1% |
| 1Y | +66.0% | +24.1% | +41.8% | +52.1% |
| 3Y | +102.7% | +39.6% | +63.1% | +74.6% |
| 5Y | +138.9% | -12.5% | +151.3% | +133.8% |
| 10Y | +701.1% | +12.9% | +688.1% | +620.1% |
| All | +1,075.1% | +807.7% | +267.4% | +629.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling