+92.4%
FOXA vs LUV
-15.6%
+108.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.8% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | +5.0% | -12.4% | +17.4% | +9.0% |
| 3M | -3.0% | -11.0% | +8.0% | -0.5% |
| 6M | +14.8% | -5.0% | +19.7% | +14.3% |
| YTD | -8.9% | -3.8% | -5.1% | -10.7% |
| 1Y | +13.3% | +25.9% | -12.6% | +1.1% |
| 3Y | +115.4% | +42.2% | +73.2% | +75.2% |
| 5Y | +95.3% | -10.8% | +106.0% | +83.9% |
| All | +92.4% | -15.6% | +108.0% | +75.1% |
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 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