+367.2%
LUV vs FN
+3,082.8%
-2,715.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.8% |
| 7D | +6.6% | -4.1% | +10.7% | +6.9% |
| 30D | +11.2% | -28.3% | +39.5% | +16.4% |
| 3M | +3.6% | -33.9% | +37.5% | +9.1% |
| 6M | +13.1% | -43.9% | +57.0% | +20.5% |
| YTD | +13.6% | -23.4% | +37.0% | +12.4% |
| 1Y | +44.4% | -25.4% | +69.8% | +42.9% |
| 3Y | +113.2% | +107.9% | +5.3% | +65.4% |
| 5Y | +1.5% | +195.1% | -193.5% | -28.2% |
| 10Y | +20.2% | +794.1% | -773.9% | -30.8% |
| All | +367.2% | +3,082.8% | -2,715.6% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling