+46.6%
TEM vs LUV
+46.8%
-0.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.4% |
| 7D | -8.7% | -1.0% | -7.7% | -8.2% |
| 30D | +8.1% | -12.4% | +20.4% | +16.3% |
| 3M | +19.0% | -11.0% | +30.0% | +26.1% |
| 6M | +12.0% | -5.0% | +17.0% | +12.7% |
| YTD | -0.1% | -3.8% | +3.7% | -5.1% |
| 1Y | -33.5% | +25.9% | -59.4% | -50.7% |
| All | +46.6% | +46.8% | -0.2% | -6.5% |
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 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