+614.8%
FLEX vs LUV
+15.9%
+598.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +7.5% | +1.1% | +6.3% | +7.1% |
| 30D | -25.3% | +14.2% | -39.5% | -30.0% |
| 3M | -39.7% | +0.6% | -40.3% | -40.1% |
| 6M | -47.9% | +15.1% | -62.9% | -51.3% |
| YTD | +24.1% | +10.2% | +13.9% | +15.9% |
| 1Y | +26.0% | +38.4% | -12.5% | +6.1% |
| 3Y | +282.7% | +107.5% | +175.2% | +154.9% |
| 5Y | +424.2% | +1.1% | +423.1% | +375.9% |
| All | +614.8% | +15.9% | +598.9% | +523.3% |
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 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