+59.2%
LUV vs FIVE
+63.3%
-4.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.7% | +0.1% | +4.9% |
| 7D | +6.8% | +7.5% | -0.7% | +4.6% |
| 30D | +10.9% | +16.7% | -5.8% | +6.2% |
| 3M | -4.2% | +13.4% | -17.6% | -7.9% |
| 6M | +22.1% | +9.0% | +13.1% | +19.1% |
| YTD | +13.8% | +33.8% | -20.0% | -0.2% |
| 1Y | +59.2% | +61.2% | -1.9% | +26.0% |
| All | +59.2% | +63.3% | -4.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling