+293.7%
TPR vs LUV
+39.7%
+254.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -2.8% |
| 7D | -3.4% | +3.1% | -6.5% | -4.5% |
| 30D | -27.3% | -17.4% | -9.9% | -22.0% |
| 3M | -16.2% | -4.9% | -11.4% | -15.1% |
| 6M | -17.9% | -5.7% | -12.2% | -16.9% |
| YTD | -7.1% | -5.2% | -1.9% | -7.2% |
| 1Y | +13.6% | +24.1% | -10.5% | +1.5% |
| 3Y | +293.7% | +39.6% | +254.1% | +200.5% |
| All | +293.7% | +39.7% | +254.0% | +200.5% |
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