+705.2%
LUV vs FDS
+9,090.7%
-8,385.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.2% |
| 7D | +3.1% | -5.4% | +8.5% | +4.7% |
| 30D | -17.4% | +1.6% | -19.0% | -18.0% |
| 3M | -4.9% | +17.7% | -22.6% | -10.4% |
| 6M | -5.7% | +29.1% | -34.8% | -14.5% |
| YTD | -5.2% | +1.0% | -6.2% | -8.7% |
| 1Y | +24.1% | -21.6% | +45.7% | +28.2% |
| 3Y | +39.6% | -30.1% | +69.7% | +48.7% |
| 5Y | -12.5% | -20.7% | +8.3% | -11.1% |
| 10Y | +12.9% | +78.3% | -65.4% | -12.2% |
| All | +705.2% | +9,090.7% | -8,385.4% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling