-70.8%
FIS vs LUV
-0.2%
-70.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | -16.7% | +14.2% | -31.0% | -19.9% |
| 3M | -32.3% | +0.6% | -32.9% | -32.9% |
| 6M | -29.1% | +15.1% | -44.1% | -32.4% |
| YTD | -54.1% | +10.2% | -64.3% | -56.5% |
| 1Y | -53.7% | +38.4% | -92.2% | -59.0% |
| 3Y | -38.8% | +107.5% | -146.3% | -56.4% |
| All | -70.8% | -0.2% | -70.6% | -72.3% |
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 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