-53.1%
TE vs LUV
-21.1%
-32.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.1% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | -5.9% | -12.4% | +6.4% | -0.6% |
| 3M | -45.6% | -11.0% | -34.6% | -42.6% |
| 6M | -43.4% | -5.0% | -38.4% | -41.8% |
| YTD | -31.0% | -3.8% | -27.2% | -30.3% |
| 1Y | +145.2% | +25.9% | +119.3% | +122.6% |
| 3Y | -24.1% | +42.2% | -66.3% | -34.6% |
| 5Y | -48.1% | -10.8% | -37.4% | -51.7% |
| All | -53.1% | -21.1% | -32.0% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling