+253.1%
TSEM vs LUV
+24.6%
+228.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.3% | +5.5% | +7.2% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +5.3% | -18.4% | +23.7% | +10.9% |
| 3M | -14.9% | -3.2% | -11.7% | -14.7% |
| 6M | +80.0% | -14.8% | +94.9% | +79.9% |
| YTD | +89.4% | -2.9% | +92.2% | +87.9% |
| 1Y | +253.1% | +29.6% | +223.5% | +216.5% |
| All | +253.1% | +24.6% | +228.5% | +216.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling