+7.9%
LUV vs USFD
+329.0%
-321.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.4% | -3.0% | +3.4% | +1.6% |
| 30D | -18.4% | +3.5% | -21.9% | -19.8% |
| 3M | -3.2% | +26.6% | -29.8% | -12.7% |
| 6M | -14.8% | +11.7% | -26.5% | -19.3% |
| YTD | -2.9% | +38.1% | -41.0% | -16.5% |
| 1Y | +29.6% | +33.4% | -3.8% | +12.9% |
| 3Y | +35.2% | +155.8% | -120.6% | -9.7% |
| 5Y | -11.7% | +214.0% | -225.7% | -46.3% |
| 10Y | +21.6% | +320.4% | -298.8% | -31.8% |
| All | +7.9% | +329.0% | -321.2% | -38.1% |
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