+17.3%
LUV vs USFD
+306.5%
-289.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +2.3% |
| 7D | +0.7% | -7.0% | +7.7% | +3.6% |
| 30D | -13.4% | -10.3% | -3.2% | -9.7% |
| 3M | -9.6% | +9.2% | -18.8% | -13.5% |
| 6M | -8.9% | +7.4% | -16.3% | -12.4% |
| YTD | -5.2% | +29.4% | -34.5% | -16.4% |
| 1Y | +27.0% | +24.8% | +2.2% | +13.5% |
| 3Y | +39.6% | +150.0% | -110.4% | -6.1% |
| 5Y | -14.4% | +195.5% | -209.9% | -46.8% |
| 10Y | +17.3% | +315.7% | -298.5% | -33.8% |
| All | +17.3% | +306.5% | -289.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling