+46,929.1%
TSCO vs LUV
+545.8%
+46,383.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.7% | -1.0% | -4.7% | -5.5% |
| 30D | -8.8% | -12.4% | +3.6% | -6.4% |
| 3M | +6.3% | -11.0% | +17.3% | +8.4% |
| 6M | -32.3% | -5.0% | -27.3% | -32.1% |
| YTD | -32.7% | -3.8% | -28.9% | -33.4% |
| 1Y | -43.7% | +25.9% | -69.6% | -47.4% |
| 3Y | -19.7% | +42.2% | -61.9% | -29.0% |
| 5Y | -11.6% | -10.8% | -0.8% | -15.7% |
| 10Y | +184.1% | +19.0% | +165.1% | +138.7% |
| All | +46,929.1% | +545.8% | +46,383.4% | +11,537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling