-12.5%
LUV vs FN
+299.7%
-312.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.8% |
| 7D | +3.1% | +3.5% | -0.4% | +2.5% |
| 30D | -17.4% | -26.0% | +8.5% | -13.7% |
| 3M | -4.9% | -33.3% | +28.4% | +0.1% |
| 6M | -5.7% | -14.9% | +9.2% | -6.5% |
| YTD | -5.2% | -8.6% | +3.4% | -8.3% |
| 1Y | +24.1% | +12.3% | +11.8% | +14.2% |
| 3Y | +39.6% | +174.4% | -134.8% | -1.9% |
| 5Y | -12.5% | +296.4% | -308.9% | -47.6% |
| All | -12.5% | +299.7% | -312.2% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling