-25.5%
FIS vs LUV
+40.8%
-66.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.1% |
| 7D | -7.9% | -1.0% | -6.9% | -7.7% |
| 30D | -8.0% | -12.4% | +4.4% | -5.9% |
| 3M | +0.6% | -11.0% | +11.6% | +2.3% |
| 6M | -22.2% | -5.0% | -17.2% | -22.1% |
| YTD | -40.8% | -3.8% | -37.0% | -41.2% |
| 1Y | -41.5% | +25.9% | -67.4% | -45.2% |
| 3Y | -25.5% | +42.2% | -67.7% | -37.5% |
| All | -25.5% | +40.8% | -66.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling