+1,282.5%
TSEM vs LUV
+20.2%
+1,262.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.2% |
| 7D | -4.9% | -1.0% | -3.9% | -4.6% |
| 30D | -18.7% | -12.4% | -6.4% | -15.2% |
| 3M | -18.1% | -11.0% | -7.1% | -15.3% |
| 6M | +77.1% | -5.0% | +82.1% | +78.7% |
| YTD | +80.1% | -3.8% | +83.9% | +78.5% |
| 1Y | +220.4% | +25.9% | +194.5% | +189.4% |
| 3Y | +650.1% | +42.2% | +607.8% | +528.6% |
| 5Y | +628.9% | -10.8% | +639.6% | +591.0% |
| All | +1,282.5% | +20.2% | +1,262.2% | +1,093.1% |
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 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