-12.3%
LUV vs FTV
-2.3%
-10.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -1.0% | -4.0% | +3.0% | +1.5% |
| 30D | -12.4% | -11.0% | -1.3% | -5.8% |
| 3M | -11.0% | -8.4% | -2.6% | -6.3% |
| 6M | -5.0% | -2.6% | -2.4% | -3.9% |
| YTD | -3.8% | -0.6% | -3.2% | -4.5% |
| 1Y | +25.9% | +11.0% | +15.0% | +16.2% |
| 3Y | +42.2% | -6.3% | +48.6% | +42.7% |
| All | -12.3% | -2.3% | -10.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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