+299.6%
LUV vs FN
+3,620.5%
-3,320.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.8% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | -18.4% | -22.0% | +3.6% | -15.4% |
| 3M | -3.2% | -43.0% | +39.8% | +4.8% |
| 6M | -14.8% | -27.7% | +12.9% | -12.6% |
| YTD | -2.9% | -10.5% | +7.7% | -5.1% |
| 1Y | +29.6% | +12.5% | +17.1% | +20.4% |
| 3Y | +35.2% | +153.8% | -118.6% | +2.6% |
| 5Y | -11.7% | +288.0% | -299.7% | -39.7% |
| 10Y | +21.6% | +906.4% | -884.8% | -30.7% |
| All | +299.6% | +3,620.5% | -3,320.9% | +88.6% |
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 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