+17.5%
LUV vs TXT
+107.7%
-90.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | 0.0% |
| 7D | -1.0% | +2.5% | -3.4% | -2.5% |
| 30D | -12.4% | -8.9% | -3.5% | -7.2% |
| 3M | -11.0% | -13.6% | +2.6% | -3.3% |
| 6M | -5.0% | -13.1% | +8.1% | +2.8% |
| YTD | -3.8% | -7.0% | +3.2% | -0.5% |
| 1Y | +25.9% | -1.4% | +27.3% | +25.7% |
| 3Y | +42.2% | +7.0% | +35.3% | +34.0% |
| 5Y | -10.8% | +15.4% | -26.2% | -21.5% |
| All | +17.5% | +107.7% | -90.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling