+351.3%
FERG vs LUV
+20.2%
+331.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -2.6% | -1.0% | -1.6% | -2.4% |
| 30D | -8.9% | -12.4% | +3.5% | -7.1% |
| 3M | -2.0% | -11.0% | +8.9% | -0.4% |
| 6M | -3.2% | -5.0% | +1.8% | -2.8% |
| YTD | +1.5% | -3.8% | +5.3% | +1.5% |
| 1Y | +0.5% | +25.9% | -25.4% | -3.4% |
| 3Y | +50.4% | +42.2% | +8.2% | +39.8% |
| 5Y | +68.7% | -10.8% | +79.5% | +61.7% |
| All | +351.3% | +20.2% | +331.1% | +315.2% |
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 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