+20.0%
LUV vs USFD
+375.5%
-355.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +14.0% | +12.3% | +1.7% | +8.8% |
| 3M | +2.6% | -0.7% | +3.3% | +2.7% |
| 6M | +17.3% | +31.3% | -14.0% | +4.0% |
| YTD | +14.0% | +45.7% | -31.7% | -4.3% |
| 1Y | +47.9% | +52.1% | -4.2% | +21.8% |
| 3Y | +114.0% | +158.2% | -44.3% | +42.0% |
| 5Y | +3.2% | +213.8% | -210.6% | -37.6% |
| 10Y | +20.0% | +367.0% | -347.0% | -35.3% |
| All | +20.0% | +375.5% | -355.5% | -35.3% |
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