-79.9%
FIG vs LUV
+31.7%
-111.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.7% |
| 7D | -3.8% | -1.0% | -2.9% | -3.8% |
| 30D | -2.3% | -12.4% | +10.0% | -1.8% |
| 3M | +20.0% | -11.0% | +30.9% | +20.2% |
| 6M | -16.7% | -5.0% | -11.7% | -17.0% |
| YTD | -37.9% | -3.8% | -34.1% | -38.8% |
| 1Y | -58.5% | +25.9% | -84.5% | -65.1% |
| All | -79.9% | +31.7% | -111.6% | -83.1% |
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 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