+19.6%
TMO vs LUV
+40.8%
-21.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.6% | -1.0% | +0.3% | -0.5% |
| 30D | +1.1% | -12.4% | +13.5% | +3.7% |
| 3M | +28.3% | -11.0% | +39.3% | +30.6% |
| 6M | +23.3% | -5.0% | +28.2% | +23.2% |
| YTD | +5.5% | -3.8% | +9.2% | +4.3% |
| 1Y | +24.5% | +25.9% | -1.4% | +15.5% |
| 3Y | +19.6% | +42.2% | -22.7% | +0.6% |
| All | +19.6% | +40.8% | -21.2% | +0.6% |
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 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