+307.1%
TPR vs LUV
+18.6%
+288.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -27.6% | -14.6% | -12.9% | -21.0% |
| 3M | -17.5% | -5.7% | -11.8% | -15.5% |
| 6M | -21.3% | -8.4% | -12.9% | -18.9% |
| YTD | -8.5% | -5.1% | -3.3% | -9.5% |
| 1Y | +11.5% | +26.6% | -15.1% | -7.6% |
| 3Y | +288.0% | +39.7% | +248.3% | +179.7% |
| 5Y | +225.2% | -12.0% | +237.2% | +205.8% |
| All | +307.1% | +18.6% | +288.5% | +249.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling