+16.5%
FSLR vs LUV
+40.8%
-24.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | -7.8% | -12.4% | +4.5% | -5.2% |
| 3M | -22.9% | -11.0% | -11.9% | -21.0% |
| 6M | +4.4% | -5.0% | +9.4% | +5.0% |
| YTD | -20.0% | -3.8% | -16.2% | -20.4% |
| 1Y | +2.8% | +25.9% | -23.1% | -4.6% |
| 3Y | +16.5% | +42.2% | -25.7% | -6.3% |
| All | +16.5% | +40.8% | -24.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling