-48.9%
TSLL vs LUV
+43.9%
-92.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +9.0% |
| 7D | -14.3% | +5.3% | -19.6% | -15.8% |
| 30D | -6.2% | +11.1% | -17.3% | -9.8% |
| 3M | +21.2% | -1.1% | +22.3% | +22.5% |
| 6M | -36.6% | +13.1% | -49.7% | -38.1% |
| YTD | -47.8% | +13.5% | -61.3% | -49.6% |
| All | -48.9% | +43.9% | -92.8% | -53.5% |
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