-12.0%
LUV vs FDS
-28.1%
+16.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +1.1% |
| 7D | -0.1% | -16.0% | +15.9% | +2.9% |
| 30D | -14.6% | -6.7% | -7.9% | -13.7% |
| 3M | -5.7% | +6.0% | -11.7% | -7.4% |
| 6M | -8.4% | +25.1% | -33.5% | -14.3% |
| YTD | -5.1% | -8.1% | +3.0% | -3.2% |
| 1Y | +26.6% | -26.0% | +52.6% | +39.8% |
| 3Y | +39.7% | -36.4% | +76.1% | +62.9% |
| 5Y | -12.0% | -27.7% | +15.7% | +3.8% |
| All | -12.0% | -28.1% | +16.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling