-21.8%
LUV vs FND
+57.3%
-79.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.7% | -0.8% | +1.4% | +0.9% |
| 30D | -13.4% | -19.6% | +6.1% | -7.8% |
| 3M | -9.6% | -4.3% | -5.2% | -8.8% |
| 6M | -8.9% | -20.4% | +11.5% | -3.3% |
| YTD | -5.2% | -21.9% | +16.7% | +0.9% |
| 1Y | +27.0% | -45.2% | +72.2% | +48.4% |
| 3Y | +39.6% | -49.2% | +88.9% | +60.6% |
| 5Y | -14.4% | -61.8% | +47.4% | +0.8% |
| All | -21.8% | +57.3% | -79.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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