-48.1%
TOST vs LUV
-14.7%
-33.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.7% | +0.7% | -5.3% | -5.0% |
| 30D | -9.1% | -13.4% | +4.4% | -2.5% |
| 3M | +29.8% | -9.6% | +39.4% | +35.2% |
| 6M | +10.0% | -8.9% | +18.9% | +13.2% |
| YTD | -8.6% | -5.2% | -3.5% | -10.7% |
| 1Y | -20.7% | +27.0% | -47.7% | -35.0% |
| 3Y | +55.7% | +39.6% | +16.1% | +7.3% |
| All | -48.1% | -14.7% | -33.4% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling