+116.6%
LUV vs USFR
+27.6%
+89.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -13.4% | +0.3% | -13.7% | -13.5% |
| 3M | -9.6% | +1.0% | -10.6% | -9.8% |
| 6M | -8.9% | +1.9% | -10.8% | -9.4% |
| YTD | -5.2% | +2.7% | -7.8% | -5.9% |
| 1Y | +27.0% | +4.0% | +23.1% | +25.6% |
| 3Y | +39.6% | +14.0% | +25.6% | +34.9% |
| 5Y | -14.4% | +20.4% | -34.8% | -18.3% |
| 10Y | +17.3% | +28.0% | -10.7% | +10.6% |
| All | +116.6% | +27.6% | +89.0% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling