+8,187.2%
TMO vs LUV
+4,440.9%
+3,746.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.6% | -1.0% | +0.3% | -0.4% |
| 30D | +1.1% | -12.4% | +13.5% | +3.9% |
| 3M | +28.3% | -11.0% | +39.3% | +31.0% |
| 6M | +23.3% | -5.0% | +28.2% | +23.7% |
| YTD | +5.5% | -3.8% | +9.2% | +4.6% |
| 1Y | +24.5% | +25.9% | -1.4% | +16.1% |
| 3Y | +19.6% | +42.2% | -22.7% | +5.8% |
| 5Y | +8.1% | -10.8% | +18.9% | +3.6% |
| 10Y | +336.7% | +19.0% | +317.8% | +264.2% |
| All | +8,187.2% | +4,440.9% | +3,746.3% | +3,154.5% |
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 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