+59.7%
TOST vs LUV
+39.7%
+20.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.2% |
| 7D | -0.9% | +3.1% | -4.0% | -1.9% |
| 30D | -3.5% | -17.4% | +14.0% | +2.4% |
| 3M | +38.1% | -4.9% | +43.0% | +39.8% |
| 6M | +9.9% | -5.7% | +15.6% | +10.9% |
| YTD | -6.3% | -5.2% | -1.1% | -7.1% |
| 1Y | -18.3% | +24.1% | -42.4% | -27.3% |
| 3Y | +59.7% | +39.6% | +20.1% | +14.0% |
| All | +59.7% | +39.7% | +20.0% | +14.0% |
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