-53.4%
TE vs LUV
-22.2%
-31.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -0.1% | +1.0% | +0.8% |
| 30D | -16.3% | -14.6% | -1.7% | -10.5% |
| 3M | -40.8% | -5.7% | -35.1% | -38.9% |
| 6M | -42.6% | -8.4% | -34.2% | -40.2% |
| YTD | -31.4% | -5.1% | -26.3% | -30.4% |
| 1Y | +144.9% | +26.6% | +118.3% | +122.0% |
| 3Y | -26.0% | +39.7% | -65.7% | -35.8% |
| 5Y | -48.5% | -12.0% | -36.5% | -51.8% |
| All | -53.4% | -22.2% | -31.2% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling