+491.6%
LUV vs FIVE
+873.2%
-381.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +6.6% | +7.3% | -0.7% | +4.7% |
| 30D | +11.2% | +18.1% | -6.9% | +6.4% |
| 3M | +3.6% | +7.7% | -4.1% | +1.3% |
| 6M | +13.1% | +13.6% | -0.5% | +8.2% |
| YTD | +13.6% | +34.6% | -21.0% | +3.4% |
| 1Y | +44.4% | +66.2% | -21.9% | +24.2% |
| 3Y | +113.2% | +43.5% | +69.7% | +77.6% |
| 5Y | +1.5% | +20.7% | -19.1% | -14.3% |
| 10Y | +20.2% | +541.5% | -521.3% | -32.8% |
| All | +491.6% | +873.2% | -381.5% | +211.5% |
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 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