-22.6%
FPS vs LUV
-10.4%
-12.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.8% | -24.2% | -20.3% |
| 7D | -23.3% | +6.8% | -30.1% | -26.1% |
| 30D | -42.4% | +10.9% | -53.3% | -45.7% |
| 3M | -43.0% | -4.2% | -38.8% | -41.3% |
| 6M | -44.5% | +22.1% | -66.6% | -50.6% |
| All | -22.6% | -10.4% | -12.2% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling