+1.5%
LUV vs USFD
+208.7%
-207.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +6.6% | +8.4% | -1.8% | +2.3% |
| 30D | +11.2% | +12.7% | -1.6% | +4.6% |
| 3M | +3.6% | +1.1% | +2.5% | +2.8% |
| 6M | +13.1% | +30.2% | -17.0% | -2.9% |
| YTD | +13.6% | +45.8% | -32.3% | -10.4% |
| 1Y | +44.4% | +51.9% | -7.6% | +10.8% |
| 3Y | +113.2% | +158.5% | -45.3% | +20.5% |
| 5Y | +1.5% | +208.0% | -206.5% | -49.5% |
| All | +1.5% | +208.7% | -207.2% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling