-12.3%
LUV vs USFR
+20.6%
-32.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.3% |
| 30D | -12.4% | +0.4% | -12.7% | -13.2% |
| 3M | -11.0% | +1.0% | -12.0% | -13.5% |
| 6M | -5.0% | +2.0% | -7.0% | -10.5% |
| YTD | -3.8% | +2.8% | -6.5% | -11.9% |
| 1Y | +25.9% | +4.1% | +21.8% | +10.2% |
| 3Y | +42.2% | +14.1% | +28.1% | -0.5% |
| All | -12.3% | +20.6% | -32.9% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling