+17.5%
LUV vs FANG
+182.5%
-165.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -1.0% | +2.9% | -3.8% | -1.6% |
| 30D | -12.4% | +2.6% | -15.0% | -12.9% |
| 3M | -11.0% | +7.6% | -18.6% | -13.0% |
| 6M | -5.0% | +17.3% | -22.3% | -10.0% |
| YTD | -3.8% | +38.7% | -42.5% | -12.7% |
| 1Y | +25.9% | +51.6% | -25.7% | +11.4% |
| 3Y | +42.2% | +50.0% | -7.7% | +24.0% |
| 5Y | -10.8% | +237.6% | -248.3% | -37.9% |
| All | +17.5% | +182.5% | -165.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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