+16.0%
LUV vs FICO
+534.5%
-518.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +0.1% | +4.0% | -3.8% | -0.8% |
| 30D | +14.0% | -1.5% | +15.5% | +13.9% |
| 3M | +2.6% | -29.8% | +32.4% | +8.5% |
| 6M | +17.3% | -33.3% | +50.5% | +23.6% |
| YTD | +14.0% | -56.9% | +70.9% | +33.6% |
| 1Y | +47.9% | -59.5% | +107.3% | +76.4% |
| 3Y | +114.0% | -26.9% | +140.8% | +103.1% |
| 5Y | +3.2% | +92.9% | -89.8% | -31.6% |
| All | +16.0% | +534.5% | -518.5% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling