-46.0%
TSLL vs LUV
+57.3%
-103.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.8% | -13.2% | -9.0% |
| 7D | -9.4% | +6.8% | -16.2% | -12.0% |
| 30D | +1.6% | +10.9% | -9.4% | -2.9% |
| 3M | +29.4% | -4.2% | +33.6% | +32.2% |
| 6M | -20.1% | +22.1% | -42.3% | -24.4% |
| YTD | -44.5% | +13.8% | -58.3% | -47.2% |
| 1Y | -46.0% | +59.2% | -105.3% | -55.9% |
| All | -46.0% | +57.3% | -103.3% | -55.9% |
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