+27.0%
LUV vs FGI
+93.3%
-66.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.7% | +14.7% | -14.0% | +0.4% |
| 30D | -13.4% | +67.0% | -80.4% | -14.8% |
| 3M | -9.6% | +31.0% | -40.6% | -10.7% |
| 6M | -8.9% | +126.8% | -135.7% | -11.4% |
| YTD | -5.2% | +35.6% | -40.8% | -7.0% |
| 1Y | +27.0% | +108.9% | -81.9% | +24.1% |
| All | +27.0% | +93.3% | -66.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling