+203.6%
TGT vs LUV
+20.2%
+183.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -5.2% | -1.0% | -4.3% | -5.0% |
| 30D | +1.2% | -12.4% | +13.5% | +4.3% |
| 3M | +18.4% | -11.0% | +29.4% | +21.3% |
| 6M | +33.4% | -5.0% | +38.4% | +33.9% |
| YTD | +63.8% | -3.8% | +67.6% | +62.4% |
| 1Y | +77.2% | +25.9% | +51.2% | +63.9% |
| 3Y | +41.8% | +42.2% | -0.5% | +24.4% |
| 5Y | -25.5% | -10.8% | -14.8% | -29.3% |
| All | +203.6% | +20.2% | +183.3% | +176.9% |
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