+1,115.5%
FLEX vs LUV
+20.2%
+1,095.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.6% |
| 7D | +5.7% | -1.0% | +6.7% | +6.1% |
| 30D | -7.0% | -12.4% | +5.3% | -1.5% |
| 3M | -23.8% | -11.0% | -12.8% | -19.9% |
| 6M | +82.6% | -5.0% | +87.6% | +86.6% |
| YTD | +91.6% | -3.8% | +95.4% | +90.9% |
| 1Y | +100.6% | +25.9% | +74.6% | +76.7% |
| 3Y | +479.8% | +42.2% | +437.5% | +361.7% |
| 5Y | +746.5% | -10.8% | +757.3% | +713.5% |
| All | +1,115.5% | +20.2% | +1,095.3% | +1,061.5% |
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