+177.2%
FDX vs LUV
+20.2%
+156.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.4% |
| 7D | -3.3% | -1.0% | -2.3% | -2.9% |
| 30D | -4.5% | -12.4% | +7.8% | 0.0% |
| 3M | -7.3% | -11.0% | +3.6% | -4.0% |
| 6M | +7.5% | -5.0% | +12.5% | +8.0% |
| YTD | +35.1% | -3.8% | +38.9% | +33.6% |
| 1Y | +71.4% | +25.9% | +45.5% | +52.3% |
| 3Y | +60.8% | +42.2% | +18.6% | +29.7% |
| 5Y | +65.5% | -10.8% | +76.2% | +56.9% |
| All | +177.2% | +20.2% | +156.9% | +148.1% |
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