+309.3%
TEL vs LUV
+20.2%
+289.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | +1.6% | -1.0% | +2.5% | +1.9% |
| 30D | -0.7% | -12.4% | +11.7% | +4.0% |
| 3M | +2.4% | -11.0% | +13.4% | +6.4% |
| 6M | +4.1% | -5.0% | +9.1% | +5.2% |
| YTD | -5.8% | -3.8% | -2.0% | -6.5% |
| 1Y | +0.9% | +25.9% | -25.0% | -9.7% |
| 3Y | +72.6% | +42.2% | +30.4% | +39.8% |
| 5Y | +57.5% | -10.8% | +68.3% | +49.9% |
| All | +309.3% | +20.2% | +289.1% | +257.5% |
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