-57.6%
FISV vs LUV
+40.8%
-98.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.2% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | 0.0% | -12.4% | +12.4% | +2.1% |
| 3M | -2.8% | -11.0% | +8.2% | -1.2% |
| 6M | -11.8% | -5.0% | -6.9% | -11.6% |
| YTD | -23.2% | -3.8% | -19.4% | -23.4% |
| 1Y | -62.0% | +25.9% | -87.9% | -63.9% |
| 3Y | -57.6% | +42.2% | -99.8% | -61.9% |
| All | -57.6% | +40.8% | -98.4% | -61.9% |
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 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