+33.0%
TMUS vs LUV
+38.7%
-5.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | +0.1% | -13.4% | +13.5% | +0.3% |
| 3M | -0.6% | -9.6% | +9.0% | -0.4% |
| 6M | -17.5% | -8.9% | -8.6% | -17.2% |
| YTD | -11.3% | -5.2% | -6.1% | -11.4% |
| 1Y | -25.4% | +27.0% | -52.4% | -26.2% |
| All | +33.0% | +38.7% | -5.8% | +26.4% |
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