+4,328.8%
LUV vs TXT
+2,083.0%
+2,245.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | -17.4% | -11.1% | -6.4% | -13.6% |
| 3M | -4.9% | -13.0% | +8.1% | +0.1% |
| 6M | -5.7% | -16.2% | +10.5% | +0.6% |
| YTD | -5.2% | -8.7% | +3.5% | -2.2% |
| 1Y | +24.1% | -3.8% | +27.9% | +25.6% |
| 3Y | +39.6% | +5.5% | +34.1% | +36.7% |
| 5Y | -12.5% | +12.3% | -24.8% | -16.7% |
| 10Y | +12.9% | +97.4% | -84.5% | -14.3% |
| All | +4,328.8% | +2,083.0% | +2,245.9% | +1,058.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling