+4,087.3%
FDX vs LUV
+4,484.9%
-397.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.3% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +3.8% | -18.4% | +22.2% | +11.0% |
| 3M | -1.3% | -3.2% | +1.9% | -0.8% |
| 6M | +5.0% | -14.8% | +19.9% | +9.5% |
| YTD | +39.6% | -2.9% | +42.5% | +37.9% |
| 1Y | +81.1% | +29.6% | +51.5% | +61.0% |
| 3Y | +63.0% | +35.2% | +27.8% | +37.0% |
| 5Y | +65.6% | -11.7% | +77.3% | +58.3% |
| 10Y | +183.4% | +21.6% | +161.8% | +128.6% |
| All | +4,087.3% | +4,484.9% | -397.6% | +863.5% |
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 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