+4,437.6%
LUV vs FICO
+104,095.6%
-99,658.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -16.7% | +19.0% | +5.2% |
| 7D | +0.4% | -19.2% | +19.6% | +3.9% |
| 30D | -18.4% | -14.6% | -3.8% | -16.6% |
| 3M | -3.2% | -20.1% | +16.9% | -0.7% |
| 6M | -14.8% | -36.3% | +21.5% | -9.7% |
| YTD | -2.9% | -44.9% | +42.0% | +5.4% |
| 1Y | +29.6% | -38.6% | +68.2% | +37.0% |
| 3Y | +35.2% | +4.0% | +31.2% | +27.8% |
| 5Y | -11.7% | +99.5% | -111.2% | -27.0% |
| 10Y | +21.6% | +604.7% | -583.1% | -20.2% |
| All | +4,437.6% | +104,095.6% | -99,658.0% | +1,973.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling