+15.8%
LUV vs THC
+1,021.1%
-1,005.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -14.6% | +1.5% | -16.2% | -15.0% |
| 3M | -5.7% | +59.9% | -65.6% | -15.5% |
| 6M | -8.4% | +11.0% | -19.4% | -11.3% |
| YTD | -5.1% | +32.6% | -37.7% | -12.1% |
| 1Y | +26.6% | +37.4% | -10.8% | +16.0% |
| 3Y | +39.7% | +252.5% | -212.9% | +1.0% |
| 5Y | -12.0% | +262.3% | -274.4% | -39.3% |
| All | +15.8% | +1,021.1% | -1,005.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling