+12.2%
LUV vs FN
+700.1%
-688.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +0.8% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | +14.2% | -16.5% | +30.8% | +16.9% |
| 3M | +0.6% | -42.1% | +42.7% | +9.8% |
| 6M | +15.1% | -52.9% | +67.9% | +28.6% |
| YTD | +10.2% | -28.0% | +38.2% | +9.3% |
| 1Y | +38.4% | -18.5% | +57.0% | +32.8% |
| 3Y | +107.5% | +93.9% | +13.6% | +48.0% |
| 5Y | +1.1% | +170.5% | -169.4% | -37.1% |
| All | +12.2% | +700.1% | -688.0% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling