+67.7%
FERG vs LUV
-11.9%
+79.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | -8.9% | -12.4% | +3.5% | -5.7% |
| 3M | -2.0% | -11.0% | +8.9% | +0.7% |
| 6M | -3.2% | -5.0% | +1.8% | -2.6% |
| YTD | +1.5% | -3.8% | +5.3% | +1.1% |
| 1Y | +0.5% | +25.9% | -25.4% | -7.1% |
| 3Y | +50.4% | +42.2% | +8.2% | +28.0% |
| All | +67.7% | -11.9% | +79.7% | +56.0% |
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