+30.1%
LUV vs TRU
+228.8%
-198.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -1.0% | -2.7% | +1.8% | +0.2% |
| 30D | -12.4% | -2.0% | -10.3% | -12.0% |
| 3M | -11.0% | +18.4% | -29.4% | -17.7% |
| 6M | -5.0% | +8.9% | -13.8% | -9.2% |
| YTD | -3.8% | -8.9% | +5.2% | -2.2% |
| 1Y | +25.9% | -15.9% | +41.8% | +31.5% |
| 3Y | +42.2% | -1.1% | +43.3% | +31.5% |
| 5Y | -10.8% | -35.2% | +24.4% | -2.8% |
| 10Y | +19.0% | +145.3% | -126.3% | -19.5% |
| All | +30.1% | +228.8% | -198.6% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling