-14.4%
LUV vs FFIV
+100.0%
-114.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | -1.4% |
| 7D | +0.7% | +3.5% | -2.8% | -0.6% |
| 30D | -13.4% | -1.3% | -12.1% | -13.2% |
| 3M | -9.6% | +2.4% | -12.0% | -10.9% |
| 6M | -8.9% | +41.8% | -50.7% | -21.5% |
| YTD | -5.2% | +58.5% | -63.7% | -22.8% |
| 1Y | +27.0% | +24.3% | +2.7% | +13.8% |
| 3Y | +39.6% | +152.0% | -112.4% | -7.8% |
| 5Y | -14.4% | +99.1% | -113.5% | -41.1% |
| All | -14.4% | +100.0% | -114.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling