-12.3%
LUV vs TW
+19.5%
-31.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -1.0% | -4.5% | +3.5% | -0.3% |
| 30D | -12.4% | -2.3% | -10.1% | -12.1% |
| 3M | -11.0% | +2.6% | -13.6% | -11.8% |
| 6M | -5.0% | -17.5% | +12.6% | -2.0% |
| YTD | -3.8% | -5.3% | +1.5% | -3.9% |
| 1Y | +25.9% | -14.8% | +40.7% | +28.7% |
| 3Y | +42.2% | +18.8% | +23.4% | +33.7% |
| All | -12.3% | +19.5% | -31.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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