-20.8%
TSLL vs LUV
+25.9%
-46.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.3% | +8.9% |
| 7D | +5.8% | +3.1% | +2.7% | +4.1% |
| 30D | +21.7% | -17.4% | +39.1% | +32.3% |
| 3M | -28.2% | -4.9% | -23.4% | -24.9% |
| 6M | -29.5% | -5.7% | -23.8% | -26.6% |
| YTD | -47.5% | -5.2% | -42.4% | -46.0% |
| 1Y | -20.8% | +24.1% | -44.9% | -30.4% |
| All | -20.8% | +25.9% | -46.7% | -30.4% |
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