+39.6%
LUV vs FE
+48.5%
-8.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | +3.1% | +0.6% | +2.5% | +3.0% |
| 30D | -17.4% | -2.1% | -15.3% | -17.1% |
| 3M | -4.9% | +2.6% | -7.5% | -5.3% |
| 6M | -5.7% | -6.8% | +1.1% | -4.7% |
| YTD | -5.2% | +6.9% | -12.1% | -6.8% |
| 1Y | +24.1% | +11.6% | +12.6% | +20.6% |
| 3Y | +39.6% | +47.7% | -8.1% | +24.7% |
| All | +39.6% | +48.5% | -8.9% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling