+17.5%
LUV vs FDS
+64.8%
-47.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -1.0% | -14.0% | +13.0% | +3.0% |
| 30D | -12.4% | -6.2% | -6.1% | -11.2% |
| 3M | -11.0% | +10.2% | -21.1% | -14.4% |
| 6M | -5.0% | +27.4% | -32.4% | -13.9% |
| YTD | -3.8% | -9.3% | +5.5% | -3.4% |
| 1Y | +25.9% | -28.6% | +54.6% | +37.4% |
| 3Y | +42.2% | -36.8% | +79.1% | +61.7% |
| 5Y | -10.8% | -28.6% | +17.9% | -4.7% |
| All | +17.5% | +64.8% | -47.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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