+123.7%
LUV vs FLR
+587.1%
-463.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | +0.7% | -3.1% | +3.8% | +1.4% |
| 30D | -13.4% | +4.9% | -18.4% | -14.6% |
| 3M | -9.6% | +10.8% | -20.4% | -12.4% |
| 6M | -8.9% | +19.7% | -28.6% | -13.9% |
| YTD | -5.2% | +38.4% | -43.5% | -13.4% |
| 1Y | +27.0% | +34.7% | -7.6% | +16.1% |
| 3Y | +39.6% | +56.7% | -17.0% | +19.0% |
| 5Y | -14.4% | +241.6% | -256.0% | -40.8% |
| 10Y | +17.3% | +20.2% | -2.9% | -10.0% |
| All | +123.7% | +587.1% | -463.4% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling