+5,389.6%
FLEX vs LUV
+662.5%
+4,727.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.9% |
| 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% | +16.1% |
| 1Y | +26.0% | +38.4% | -12.5% | +6.5% |
| 3Y | +282.7% | +107.5% | +175.2% | +158.5% |
| 5Y | +424.2% | +1.1% | +423.1% | +376.4% |
| 10Y | +613.8% | +16.0% | +597.7% | +465.7% |
| All | +5,389.6% | +662.5% | +4,727.0% | +1,677.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling