+42.2%
LUV vs TENB
-34.6%
+76.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.2% |
| 7D | -1.0% | -12.1% | +11.1% | +0.6% |
| 30D | -12.4% | -18.6% | +6.3% | -10.2% |
| 3M | -11.0% | +12.1% | -23.0% | -13.5% |
| 6M | -5.0% | +46.8% | -51.8% | -12.6% |
| YTD | -3.8% | +28.0% | -31.7% | -9.4% |
| 1Y | +25.9% | -1.4% | +27.3% | +26.5% |
| 3Y | +42.2% | -33.9% | +76.2% | +50.8% |
| All | +42.2% | -34.6% | +76.8% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling