-35.1%
TLT vs LUV
-14.7%
-20.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -1.3% | -14.6% | +13.3% | -0.8% |
| 3M | -3.7% | -5.7% | +2.0% | -3.5% |
| 6M | -6.4% | -8.4% | +2.1% | -6.2% |
| YTD | -4.5% | -5.1% | +0.7% | -4.4% |
| 1Y | -5.9% | +26.6% | -32.4% | -6.5% |
| 3Y | -2.8% | +39.7% | -42.5% | -4.4% |
| 5Y | -35.1% | -12.0% | -23.0% | -36.6% |
| All | -35.1% | -14.7% | -20.4% | -36.6% |
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