+113.2%
LUV vs FE
+47.6%
+65.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +6.6% | -0.5% | +7.1% | +6.7% |
| 30D | +11.2% | +4.3% | +6.9% | +10.4% |
| 3M | +3.6% | +0.4% | +3.3% | +3.5% |
| 6M | +13.1% | +6.9% | +6.2% | +12.0% |
| YTD | +13.6% | +8.0% | +5.6% | +11.4% |
| 1Y | +44.4% | +4.8% | +39.5% | +42.6% |
| 3Y | +113.2% | +49.0% | +64.3% | +86.8% |
| All | +113.2% | +47.6% | +65.6% | +86.8% |
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