+113.2%
LUV vs FIVE
+43.9%
+69.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +6.6% | +7.3% | -0.7% | +5.0% |
| 30D | +11.2% | +18.1% | -6.9% | +7.2% |
| 3M | +3.6% | +7.7% | -4.1% | +1.7% |
| 6M | +13.1% | +13.6% | -0.5% | +9.2% |
| YTD | +13.6% | +34.6% | -21.0% | +5.4% |
| 1Y | +44.4% | +66.2% | -21.9% | +28.0% |
| 3Y | +113.2% | +43.5% | +69.7% | +69.0% |
| All | +113.2% | +43.9% | +69.3% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling