+26.1%
LUV vs USFD
+353.0%
-326.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +6.6% | +8.4% | -1.8% | +3.2% |
| 30D | +11.2% | +12.7% | -1.6% | +6.0% |
| 3M | +3.6% | +1.1% | +2.5% | +3.0% |
| 6M | +13.1% | +30.2% | -17.0% | +0.7% |
| YTD | +13.6% | +45.8% | -32.3% | -4.5% |
| 1Y | +44.4% | +51.9% | -7.6% | +19.1% |
| 3Y | +113.2% | +158.5% | -45.3% | +41.8% |
| 5Y | +1.5% | +208.0% | -206.5% | -38.0% |
| 10Y | +20.2% | +376.6% | -356.4% | -34.7% |
| All | +26.1% | +353.0% | -326.9% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling