-12.0%
LUV vs THC
+261.8%
-273.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | -0.8% |
| 7D | +0.7% | +4.1% | -3.4% | -0.3% |
| 30D | -13.4% | +3.5% | -17.0% | -14.2% |
| 3M | -9.6% | +61.7% | -71.3% | -19.6% |
| 6M | -8.9% | +11.8% | -20.7% | -12.0% |
| YTD | -5.2% | +35.4% | -40.6% | -12.7% |
| 1Y | +27.0% | +37.0% | -10.0% | +16.0% |
| 3Y | +39.6% | +260.1% | -220.4% | -2.7% |
| All | -12.0% | +261.8% | -273.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling