+24.2%
LUV vs FIGR
+1.6%
+22.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | -14.6% | +31.4% | -46.0% | -15.8% |
| 3M | -5.7% | +30.3% | -36.0% | -7.0% |
| 6M | -8.4% | -7.6% | -0.8% | -9.3% |
| YTD | -5.1% | -10.5% | +5.3% | -8.7% |
| All | +24.2% | +1.6% | +22.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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