+1.3%
FSLR vs LUV
+24.6%
-23.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -13.7% | -18.4% | +4.8% | -10.7% |
| 3M | -35.1% | -3.2% | -31.9% | -34.3% |
| 6M | +3.6% | -14.8% | +18.5% | +3.7% |
| YTD | -21.7% | -2.9% | -18.9% | -20.1% |
| 1Y | +1.3% | +29.6% | -28.3% | -4.6% |
| All | +1.3% | +24.6% | -23.3% | -4.6% |
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