+271.0%
LUV vs FFIV
+5,932.0%
-5,661.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +14.2% | -32.4% | +46.6% | +19.8% |
| 3M | +0.6% | -25.7% | +26.3% | +4.1% |
| 6M | +15.1% | -13.5% | +28.6% | +16.5% |
| YTD | +10.2% | +21.1% | -10.9% | +6.3% |
| 1Y | +38.4% | +29.4% | +9.0% | +32.4% |
| 3Y | +107.5% | +94.9% | +12.6% | +87.9% |
| 5Y | +1.1% | +34.7% | -33.6% | -4.6% |
| 10Y | +16.0% | +119.0% | -103.0% | +2.4% |
| All | +271.0% | +5,932.0% | -5,661.0% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling