-17.4%
TOST vs LUV
+24.6%
-42.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -2.4% | -18.4% | +16.0% | +2.2% |
| 3M | +34.6% | -3.2% | +37.8% | +35.3% |
| 6M | +15.2% | -14.8% | +30.0% | +17.9% |
| YTD | -4.4% | -2.9% | -1.5% | -5.6% |
| 1Y | -17.4% | +29.6% | -47.0% | -33.8% |
| All | -17.4% | +24.6% | -42.0% | -33.8% |
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 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