+1,315.5%
FERG vs LUV
+304.0%
+1,011.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -15.1% | -13.4% | -1.6% | -13.6% |
| 3M | -4.8% | -9.6% | +4.8% | -3.8% |
| 6M | -2.5% | -8.9% | +6.4% | -1.6% |
| YTD | +1.8% | -5.2% | +7.0% | +2.0% |
| 1Y | -0.3% | +27.0% | -27.4% | -3.3% |
| 3Y | +52.9% | +39.6% | +13.3% | +45.1% |
| 5Y | +69.3% | -14.4% | +83.7% | +64.8% |
| 10Y | +352.7% | +17.3% | +335.4% | +334.8% |
| All | +1,315.5% | +304.0% | +1,011.5% | +1,276.6% |
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