+130.0%
FITB vs LUV
+38.8%
+91.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -5.5% | -14.6% | +9.1% | -1.1% |
| 3M | +4.1% | -5.7% | +9.8% | +5.6% |
| 6M | +18.7% | -8.4% | +27.2% | +20.7% |
| YTD | +18.2% | -5.1% | +23.3% | +18.0% |
| 1Y | +23.7% | +26.6% | -2.9% | +12.2% |
| All | +130.0% | +38.8% | +91.2% | +73.8% |
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