+348.4%
LUV vs FN
+2,887.5%
-2,539.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | -1.9% |
| 7D | +4.8% | 0.0% | +4.8% | +4.1% |
| 30D | +6.5% | -34.3% | +40.9% | +13.3% |
| 3M | -4.9% | -39.9% | +35.0% | +1.9% |
| 6M | +8.1% | -51.8% | +59.9% | +18.2% |
| YTD | +9.0% | -28.1% | +37.1% | +9.1% |
| 1Y | +43.6% | -29.1% | +72.7% | +43.3% |
| 3Y | +101.4% | +102.4% | -1.1% | +56.9% |
| 5Y | -7.3% | +171.7% | -179.0% | -33.5% |
| 10Y | +24.6% | +773.5% | -748.9% | -27.8% |
| All | +348.4% | +2,887.5% | -2,539.1% | +116.9% |
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