+45.9%
TEM vs LUV
+44.7%
+1.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -9.2% | -0.1% | -9.1% | -9.1% |
| 30D | +5.5% | -14.6% | +20.1% | +15.3% |
| 3M | +18.7% | -5.7% | +24.4% | +20.9% |
| 6M | +15.4% | -8.4% | +23.8% | +18.8% |
| YTD | -0.5% | -5.1% | +4.6% | -4.7% |
| 1Y | -24.8% | +26.6% | -51.4% | -44.7% |
| All | +45.9% | +44.7% | +1.2% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling