-51.1%
FIS vs LUV
+57.3%
-108.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.8% | -30.5% | -23.9% |
| 7D | -18.4% | +6.8% | -25.2% | -18.7% |
| 30D | -11.4% | +10.9% | -22.3% | -12.2% |
| 3M | -32.0% | -4.2% | -27.7% | -31.7% |
| 6M | -35.6% | +22.1% | -57.7% | -37.1% |
| YTD | -53.8% | +13.8% | -67.6% | -54.3% |
| 1Y | -51.1% | +59.2% | -110.3% | -56.3% |
| All | -51.1% | +57.3% | -108.4% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling