+15.8%
LUV vs FIVE
+497.8%
-482.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.9% |
| 7D | +0.7% | +1.7% | -1.0% | +0.1% |
| 30D | -13.4% | +5.0% | -18.4% | -14.9% |
| 3M | -9.6% | +29.5% | -39.1% | -16.9% |
| 6M | -8.9% | +12.4% | -21.3% | -13.3% |
| YTD | -5.2% | +31.2% | -36.4% | -13.9% |
| 1Y | +27.0% | +72.9% | -45.8% | +5.4% |
| 3Y | +39.6% | +53.0% | -13.4% | +11.3% |
| 5Y | -14.4% | +34.2% | -48.6% | -32.0% |
| All | +15.8% | +497.8% | -482.0% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling