-23.9%
LUV vs TENB
-3.6%
-20.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.9% |
| 7D | -0.1% | -7.1% | +7.0% | +1.1% |
| 30D | -14.6% | -15.4% | +0.7% | -12.5% |
| 3M | -5.7% | +19.5% | -25.2% | -9.8% |
| 6M | -8.4% | +54.8% | -63.2% | -17.3% |
| YTD | -5.1% | +36.1% | -41.3% | -12.8% |
| 1Y | +26.6% | +7.0% | +19.6% | +21.9% |
| 3Y | +39.7% | -27.6% | +67.2% | +42.4% |
| 5Y | -12.0% | -30.5% | +18.4% | -13.1% |
| All | -23.9% | -3.6% | -20.3% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling