+108.8%
LUV vs FICO
-28.1%
+137.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | +11.3% | -0.8% | +12.0% | +11.1% |
| 3M | +1.0% | -31.3% | +32.3% | +4.5% |
| 6M | +15.6% | -33.9% | +49.5% | +18.7% |
| YTD | +10.9% | -57.6% | +68.5% | +23.0% |
| 1Y | +38.1% | -59.7% | +97.7% | +54.7% |
| All | +108.8% | -28.1% | +137.0% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling