+131.2%
TLT vs LUV
+249.0%
-117.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.2% |
| 7D | +0.4% | +3.1% | -2.7% | +0.6% |
| 30D | -0.3% | -17.4% | +17.1% | -1.5% |
| 3M | -1.7% | -4.9% | +3.1% | -1.9% |
| 6M | -4.9% | -5.7% | +0.8% | -5.1% |
| YTD | -2.8% | -5.2% | +2.4% | -2.7% |
| 1Y | -4.2% | +24.1% | -28.3% | -2.0% |
| 3Y | -1.1% | +39.6% | -40.7% | +3.1% |
| 5Y | -33.7% | -12.5% | -21.2% | -33.2% |
| 10Y | -20.7% | +12.9% | -33.6% | -15.0% |
| All | +131.2% | +249.0% | -117.8% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling