+4,990.8%
LUV vs FICO
+78,645.2%
-73,654.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.8% | -0.9% | +5.7% | +4.9% |
| 30D | +6.5% | +3.3% | +3.2% | +5.4% |
| 3M | -4.9% | -31.7% | +26.9% | -0.5% |
| 6M | +8.1% | -34.0% | +42.0% | +12.7% |
| YTD | +9.0% | -58.3% | +67.3% | +22.2% |
| 1Y | +43.6% | -57.9% | +101.5% | +60.7% |
| 3Y | +101.4% | -24.1% | +125.4% | +98.2% |
| 5Y | -7.3% | +85.3% | -92.6% | -23.6% |
| 10Y | +24.6% | +520.3% | -495.7% | -17.4% |
| All | +4,990.8% | +78,645.2% | -73,654.4% | +2,304.2% |
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