-12.3%
LUV vs FLR
+238.1%
-250.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -1.0% | -3.5% | +2.5% | -0.1% |
| 30D | -12.4% | +4.2% | -16.5% | -13.5% |
| 3M | -11.0% | +8.1% | -19.1% | -13.7% |
| 6M | -5.0% | +21.5% | -26.5% | -11.5% |
| YTD | -3.8% | +36.8% | -40.5% | -13.3% |
| 1Y | +25.9% | +31.2% | -5.3% | +14.0% |
| 3Y | +42.2% | +53.9% | -11.6% | +16.0% |
| All | -12.3% | +238.1% | -250.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling