-12.3%
LUV vs FTI
+1,066.8%
-1,079.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -1.0% | -4.4% | +3.4% | -0.3% |
| 30D | -12.4% | +1.5% | -13.8% | -12.6% |
| 3M | -11.0% | +8.2% | -19.2% | -12.5% |
| 6M | -5.0% | +18.8% | -23.8% | -8.7% |
| YTD | -3.8% | +71.7% | -75.5% | -13.6% |
| 1Y | +25.9% | +90.0% | -64.1% | +10.7% |
| 3Y | +42.2% | +270.5% | -228.3% | +8.4% |
| All | -12.3% | +1,066.8% | -1,079.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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