+29.6%
LUV vs TEVA
+93.8%
-64.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -18.4% | +4.7% | -23.1% | -19.5% |
| 3M | -3.2% | +5.6% | -8.8% | -4.7% |
| 6M | -14.8% | +10.5% | -25.3% | -18.2% |
| YTD | -2.9% | +16.5% | -19.4% | -8.2% |
| 1Y | +29.6% | +96.8% | -67.2% | +8.4% |
| All | +29.6% | +93.8% | -64.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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