+47.9%
LUV vs USFD
+51.3%
-3.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.4% |
| 3M | +2.6% | -0.7% | +3.3% | +2.0% |
| 6M | +17.3% | +31.3% | -14.0% | +9.9% |
| YTD | +14.0% | +45.7% | -31.7% | +4.4% |
| 1Y | +47.9% | +52.1% | -4.2% | +33.7% |
| All | +47.9% | +51.3% | -3.4% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling