+12.9%
LUV vs FE
+123.7%
-110.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +11.3% | +3.9% | +7.4% | +10.0% |
| 3M | +1.0% | -0.1% | +1.1% | +1.0% |
| 6M | +15.6% | +6.1% | +9.5% | +13.3% |
| YTD | +10.9% | +8.1% | +2.9% | +7.6% |
| 1Y | +38.1% | +4.4% | +33.7% | +35.3% |
| 3Y | +108.2% | +49.0% | +59.2% | +79.1% |
| 5Y | +1.7% | +46.1% | -44.4% | -12.6% |
| All | +12.9% | +123.7% | -110.8% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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