+124.3%
TDG vs LUV
-11.9%
+136.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -1.9% | -1.0% | -0.9% | -1.6% |
| 30D | -7.7% | -12.4% | +4.7% | -4.4% |
| 3M | -9.3% | -11.0% | +1.7% | -6.7% |
| 6M | -9.4% | -5.0% | -4.4% | -8.7% |
| YTD | -14.3% | -3.8% | -10.5% | -14.9% |
| 1Y | -11.8% | +25.9% | -37.7% | -19.5% |
| 3Y | +52.0% | +42.2% | +9.7% | +25.4% |
| All | +124.3% | -11.9% | +136.2% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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