+299.5%
TPR vs LUV
+18.5%
+280.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -7.3% | +0.7% | -8.0% | -7.6% |
| 30D | -30.7% | -13.4% | -17.3% | -25.0% |
| 3M | -21.6% | -9.6% | -12.0% | -17.8% |
| 6M | -21.3% | -8.9% | -12.4% | -18.6% |
| YTD | -10.2% | -5.2% | -5.0% | -11.2% |
| 1Y | +9.5% | +27.0% | -17.5% | -9.4% |
| 3Y | +280.8% | +39.6% | +241.1% | +174.6% |
| 5Y | +218.7% | -14.4% | +233.1% | +205.2% |
| All | +299.5% | +18.5% | +280.9% | +242.6% |
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