+2,664.3%
TSLA vs LUV
+20.2%
+2,644.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +3.2% | -1.0% | +4.2% | +3.5% |
| 30D | +11.6% | -12.4% | +23.9% | +17.1% |
| 3M | -8.4% | -11.0% | +2.5% | -4.4% |
| 6M | -10.4% | -5.0% | -5.4% | -9.4% |
| YTD | -18.7% | -3.8% | -15.0% | -20.0% |
| 1Y | -0.9% | +25.9% | -26.8% | -13.3% |
| 3Y | +33.6% | +42.2% | -8.7% | +8.5% |
| 5Y | +48.9% | -10.8% | +59.7% | +41.9% |
| All | +2,664.3% | +20.2% | +2,644.0% | +2,388.2% |
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