+170.7%
LUV vs FTI
+2,107.5%
-1,936.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -13.4% | +5.0% | -18.5% | -14.5% |
| 3M | -9.6% | +13.8% | -23.4% | -12.9% |
| 6M | -8.9% | +22.9% | -31.8% | -14.2% |
| YTD | -5.2% | +75.0% | -80.1% | -17.9% |
| 1Y | +27.0% | +96.9% | -69.8% | +6.4% |
| 3Y | +39.6% | +276.7% | -237.1% | -2.5% |
| 5Y | -14.4% | +1,157.0% | -1,171.4% | -57.7% |
| 10Y | +17.3% | +310.7% | -293.4% | -33.8% |
| All | +170.7% | +2,107.5% | -1,936.8% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling