+39.6%
LUV vs USFD
+162.9%
-123.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | +3.1% | -3.3% | +6.5% | +4.7% |
| 30D | -17.4% | -5.3% | -12.1% | -15.4% |
| 3M | -4.9% | +18.8% | -23.7% | -13.4% |
| 6M | -5.7% | +14.3% | -20.0% | -12.7% |
| YTD | -5.2% | +36.9% | -42.0% | -22.3% |
| 1Y | +24.1% | +31.7% | -7.6% | +4.0% |
| 3Y | +39.6% | +164.5% | -124.9% | -18.0% |
| All | +39.6% | +162.9% | -123.3% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling