+38.7%
LUV vs TLN
+571.8%
-533.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.4% |
| 7D | -0.1% | +2.0% | -2.1% | -0.4% |
| 30D | -14.6% | -12.9% | -1.7% | -12.9% |
| 3M | -5.7% | -7.4% | +1.7% | -5.1% |
| 6M | -8.4% | -6.0% | -2.4% | -8.3% |
| YTD | -5.1% | -16.9% | +11.8% | -3.9% |
| 1Y | +26.6% | -22.6% | +49.2% | +28.9% |
| 3Y | +39.7% | +469.0% | -429.3% | +8.4% |
| All | +38.7% | +571.8% | -533.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling