+149.8%
TOST vs LUV
+104.3%
+45.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -1.0% |
| 7D | +4.0% | +5.3% | -1.3% | +2.3% |
| 30D | +11.1% | +11.1% | -0.1% | +7.3% |
| 3M | +0.8% | -1.1% | +2.0% | +0.8% |
| 6M | +38.8% | +13.1% | +25.7% | +32.8% |
| YTD | -2.1% | +13.5% | -15.6% | -8.3% |
| 1Y | -6.0% | +45.2% | -51.3% | -19.9% |
| 3Y | +149.8% | +111.4% | +38.4% | +56.3% |
| All | +149.8% | +104.3% | +45.5% | +56.3% |
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