-21.2%
TMUS vs LUV
+57.3%
-78.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.8% | +3.2% |
| 7D | +7.5% | +6.8% | +0.7% | +7.6% |
| 30D | -3.3% | +10.9% | -14.2% | -3.1% |
| 3M | -9.7% | -4.2% | -5.4% | -9.7% |
| 6M | -17.2% | +22.1% | -39.4% | -15.9% |
| YTD | -20.3% | +13.8% | -34.2% | -20.8% |
| 1Y | -21.2% | +59.2% | -80.5% | -20.7% |
| All | -21.2% | +57.3% | -78.5% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling