-64.8%
FIS vs LUV
-14.7%
-50.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | -9.9% | -14.6% | +4.7% | -6.3% |
| 3M | 0.0% | -5.7% | +5.7% | +0.9% |
| 6M | -22.9% | -8.4% | -14.5% | -22.0% |
| YTD | -40.9% | -5.1% | -35.7% | -41.4% |
| 1Y | -40.4% | +26.6% | -67.0% | -46.1% |
| 3Y | -25.4% | +39.7% | -65.0% | -38.2% |
| 5Y | -64.8% | -12.0% | -52.8% | -66.2% |
| All | -64.8% | -14.7% | -50.2% | -66.2% |
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