+754.3%
LUV vs FE
+563.9%
+190.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +6.6% | -0.5% | +7.1% | +6.8% |
| 30D | +11.2% | +4.3% | +6.9% | +9.7% |
| 3M | +3.6% | +0.4% | +3.3% | +3.5% |
| 6M | +13.1% | +6.9% | +6.2% | +10.6% |
| YTD | +13.6% | +8.0% | +5.6% | +10.2% |
| 1Y | +44.4% | +4.8% | +39.5% | +41.3% |
| 3Y | +113.2% | +49.0% | +64.3% | +84.2% |
| 5Y | +1.5% | +46.2% | -44.7% | -12.5% |
| 10Y | +20.2% | +120.9% | -100.7% | -12.6% |
| All | +754.3% | +563.9% | +190.4% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling