+42.2%
LUV vs TRU
-1.3%
+43.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.0% | -2.7% | +1.8% | 0.0% |
| 30D | -12.4% | -2.0% | -10.3% | -12.0% |
| 3M | -11.0% | +18.4% | -29.4% | -16.7% |
| 6M | -5.0% | +8.9% | -13.8% | -8.5% |
| YTD | -3.8% | -8.9% | +5.2% | -2.5% |
| 1Y | +25.9% | -15.9% | +41.8% | +30.6% |
| 3Y | +42.2% | -1.1% | +43.3% | +34.3% |
| All | +42.2% | -1.3% | +43.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling