-12.5%
LUV vs FICO
+102.0%
-114.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +3.1% | -15.4% | +18.5% | +6.0% |
| 30D | -17.4% | -10.4% | -7.0% | -16.3% |
| 3M | -4.9% | -22.7% | +17.8% | -1.6% |
| 6M | -5.7% | -36.8% | +31.1% | +1.1% |
| YTD | -5.2% | -44.8% | +39.6% | +4.6% |
| 1Y | +24.1% | -39.3% | +63.5% | +32.5% |
| 3Y | +39.6% | +3.7% | +35.9% | +25.0% |
| 5Y | -12.5% | +101.7% | -114.2% | -32.6% |
| All | -12.5% | +102.0% | -114.5% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling