-0.4%
LUV vs TAP
+0.6%
-1.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | +14.2% | +5.7% | +8.5% | +11.9% |
| 3M | +0.6% | -1.9% | +2.5% | +1.0% |
| 6M | +15.1% | +0.9% | +14.1% | +13.9% |
| YTD | +10.2% | -9.5% | +19.7% | +12.6% |
| 1Y | +38.4% | -9.0% | +47.4% | +40.9% |
| 3Y | +107.5% | -22.2% | +129.7% | +120.5% |
| All | -0.4% | +0.6% | -1.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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