+24.2%
LUV vs TLN
-23.6%
+47.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.6% |
| 7D | -0.1% | +2.0% | -2.1% | -0.6% |
| 30D | -14.6% | -12.9% | -1.7% | -12.3% |
| 3M | -5.7% | -7.4% | +1.7% | -5.2% |
| 6M | -8.4% | -6.0% | -2.4% | -8.6% |
| YTD | -5.1% | -16.9% | +11.8% | -4.3% |
| All | +24.2% | -23.6% | +47.8% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling