+40.7%
LUV vs TLN
+574.4%
-533.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | -1.0% | -1.3% | +0.4% | -0.8% |
| 30D | -12.4% | -14.3% | +2.0% | -10.3% |
| 3M | -11.0% | -9.3% | -1.7% | -10.2% |
| 6M | -5.0% | -1.1% | -3.9% | -5.4% |
| YTD | -3.8% | -16.6% | +12.8% | -2.6% |
| 1Y | +25.9% | -22.0% | +47.9% | +28.1% |
| 3Y | +42.2% | +470.2% | -427.9% | +10.3% |
| All | +40.7% | +574.4% | -533.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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