+29.6%
LUV vs LTH
+54.1%
-24.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | -0.6% | +1.1% | +0.7% |
| 30D | -18.4% | -4.6% | -13.8% | -16.8% |
| 3M | -3.2% | +32.8% | -36.0% | -14.6% |
| 6M | -14.8% | +64.6% | -79.5% | -32.5% |
| YTD | -2.9% | +62.6% | -65.5% | -21.9% |
| 1Y | +29.6% | +49.9% | -20.4% | +8.1% |
| All | +29.6% | +54.1% | -24.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling