+227.1%
LUV vs FFIV
+7,518.9%
-7,291.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | -18.4% | -5.1% | -13.3% | -17.9% |
| 3M | -3.2% | -4.5% | +1.2% | -2.8% |
| 6M | -14.8% | +36.5% | -51.3% | -18.6% |
| YTD | -2.9% | +53.0% | -55.8% | -8.7% |
| 1Y | +29.6% | +24.2% | +5.4% | +25.0% |
| 3Y | +35.2% | +137.2% | -102.0% | +19.8% |
| 5Y | -11.7% | +91.8% | -103.4% | -20.0% |
| 10Y | +21.6% | +215.2% | -193.6% | +3.0% |
| All | +227.1% | +7,518.9% | -7,291.8% | +110.7% |
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