+322.1%
LUV vs TDY
+7,056.0%
-6,734.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -1.0% | -1.1% | +0.2% | -0.7% |
| 30D | -12.4% | -12.0% | -0.3% | -9.3% |
| 3M | -11.0% | -3.2% | -7.8% | -10.2% |
| 6M | -5.0% | -7.9% | +2.9% | -2.9% |
| YTD | -3.8% | +18.2% | -22.0% | -8.1% |
| 1Y | +25.9% | +6.7% | +19.3% | +23.6% |
| 3Y | +42.2% | +47.5% | -5.3% | +28.3% |
| 5Y | -10.8% | +39.5% | -50.3% | -18.7% |
| 10Y | +19.0% | +477.2% | -458.2% | -20.1% |
| All | +322.1% | +7,056.0% | -6,734.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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