+17.5%
LUV vs USFR
+28.1%
-10.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -12.4% | +0.4% | -12.7% | -12.5% |
| 3M | -11.0% | +1.0% | -12.0% | -11.6% |
| 6M | -5.0% | +2.0% | -7.0% | -6.2% |
| YTD | -3.8% | +2.8% | -6.5% | -5.6% |
| 1Y | +25.9% | +4.1% | +21.8% | +22.5% |
| 3Y | +42.2% | +14.1% | +28.1% | +32.1% |
| 5Y | -10.8% | +20.6% | -31.3% | -18.7% |
| All | +17.5% | +28.1% | -10.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling