+474.0%
LUV vs FIVE
+846.9%
-372.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.1% | +2.7% | -1.6% | +0.4% |
| 30D | +14.2% | +12.7% | +1.6% | +10.7% |
| 3M | +0.6% | +2.1% | -1.4% | -0.2% |
| 6M | +15.1% | +17.5% | -2.4% | +9.0% |
| YTD | +10.2% | +31.0% | -20.8% | +1.1% |
| 1Y | +38.4% | +67.7% | -29.3% | +18.8% |
| 3Y | +107.5% | +43.4% | +64.1% | +72.9% |
| 5Y | +1.1% | +18.1% | -17.0% | -14.2% |
| 10Y | +16.0% | +508.8% | -492.7% | -34.4% |
| All | +474.0% | +846.9% | -372.9% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling