+17.3%
LUV vs FN
+890.7%
-873.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +0.7% | +5.8% | -5.1% | -0.5% |
| 30D | -13.4% | -20.6% | +7.2% | -10.0% |
| 3M | -9.6% | -28.6% | +19.0% | -4.9% |
| 6M | -8.9% | -20.7% | +11.8% | -8.2% |
| YTD | -5.2% | -8.1% | +3.0% | -8.8% |
| 1Y | +27.0% | +13.3% | +13.7% | +15.1% |
| 3Y | +39.6% | +175.7% | -136.0% | -5.7% |
| 5Y | -14.4% | +297.4% | -311.8% | -50.0% |
| 10Y | +17.3% | +950.9% | -933.7% | -47.1% |
| All | +17.3% | +890.7% | -873.4% | -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