-9.3%
FLUT vs LUV
+20.2%
-29.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +2.5% | -12.4% | +14.9% | +5.2% |
| 3M | -9.2% | -11.0% | +1.7% | -7.5% |
| 6M | -8.2% | -5.0% | -3.3% | -8.0% |
| YTD | -53.2% | -3.8% | -49.5% | -53.5% |
| 1Y | -65.6% | +25.9% | -91.5% | -67.6% |
| 3Y | -43.6% | +42.2% | -85.8% | -49.1% |
| 5Y | -50.3% | -10.8% | -39.5% | -53.0% |
| All | -9.3% | +20.2% | -29.6% | -13.9% |
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