+320.5%
TMUS vs LUV
+202.0%
+118.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -4.0% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +5.3% | -18.4% | +23.7% | +10.5% |
| 3M | +3.1% | -3.2% | +6.4% | +3.5% |
| 6M | -16.5% | -14.8% | -1.6% | -14.3% |
| YTD | -9.2% | -2.9% | -6.3% | -10.8% |
| 1Y | -26.5% | +29.6% | -56.1% | -33.6% |
| 3Y | +39.0% | +35.2% | +3.8% | +17.7% |
| 5Y | +40.4% | -11.7% | +52.1% | +31.3% |
| 10Y | +303.7% | +21.6% | +282.1% | +202.7% |
| All | +320.5% | +202.0% | +118.5% | +93.8% |
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