+11.1%
LUV vs TSLQ
-97.2%
+108.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.3% |
| 7D | -1.0% | -6.6% | +5.6% | -1.7% |
| 30D | -12.4% | -24.3% | +11.9% | -14.9% |
| 3M | -11.0% | -3.6% | -7.4% | -9.7% |
| 6M | -5.0% | -12.0% | +7.0% | -3.2% |
| YTD | -3.8% | +1.4% | -5.2% | 0.0% |
| 1Y | +25.9% | -43.6% | +69.5% | +24.0% |
| 3Y | +42.2% | -95.4% | +137.6% | +26.6% |
| All | +11.1% | -97.2% | +108.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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