+1,596.8%
LUV vs FCEL
-99.7%
+1,696.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.5% |
| 7D | +0.7% | +15.1% | -14.4% | -0.6% |
| 30D | -13.4% | -16.4% | +3.0% | -12.7% |
| 3M | -9.6% | -5.3% | -4.3% | -11.2% |
| 6M | -8.9% | +124.5% | -133.4% | -18.0% |
| YTD | -5.2% | +126.7% | -131.8% | -15.4% |
| 1Y | +27.0% | +219.9% | -192.8% | +8.9% |
| 3Y | +39.6% | -61.6% | +101.3% | +31.8% |
| 5Y | -14.4% | -90.5% | +76.1% | -14.0% |
| 10Y | +17.3% | -99.1% | +116.4% | +10.2% |
| All | +1,596.8% | -99.7% | +1,696.6% | +1,335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 all: compounded portfolio wealth divided by compounded FCEL 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…
all analysis · Full analysis span regression · 6 months rolling