+284.0%
FITB vs LUV
+20.2%
+263.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | -0.3% | -1.0% | +0.7% | +0.2% |
| 30D | -5.7% | -12.4% | +6.7% | +0.5% |
| 3M | +3.2% | -11.0% | +14.1% | +8.4% |
| 6M | +23.4% | -5.0% | +28.4% | +23.9% |
| YTD | +18.8% | -3.8% | +22.6% | +16.4% |
| 1Y | +25.0% | +25.9% | -0.9% | +5.7% |
| 3Y | +131.2% | +42.2% | +89.0% | +69.2% |
| 5Y | +70.7% | -10.8% | +81.4% | +58.6% |
| All | +284.0% | +20.2% | +263.8% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling