+25.0%
FLEX vs LUV
+57.3%
-32.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.8% | -19.2% | -15.1% |
| 7D | -17.0% | +6.8% | -23.8% | -19.6% |
| 30D | -33.8% | +10.9% | -44.8% | -37.1% |
| 3M | -39.0% | -4.2% | -34.8% | -38.1% |
| 6M | -15.9% | +22.1% | -38.0% | -22.3% |
| YTD | +27.8% | +13.8% | +14.0% | +17.2% |
| 1Y | +25.0% | +59.2% | -34.3% | -13.1% |
| All | +25.0% | +57.3% | -32.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling