-80.9%
FIG vs LUV
+29.8%
-110.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -14.5% | +0.7% | -15.1% | -14.5% |
| 30D | -13.3% | -13.4% | +0.1% | -12.8% |
| 3M | +7.4% | -9.6% | +17.0% | +7.5% |
| 6M | -27.8% | -8.9% | -18.9% | -27.9% |
| YTD | -41.1% | -5.2% | -35.9% | -41.9% |
| 1Y | -58.7% | +27.0% | -85.8% | -66.0% |
| All | -80.9% | +29.8% | -110.8% | -83.9% |
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