-6.4%
TSLL vs LUV
+111.1%
-117.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.2% |
| 7D | +17.8% | +1.1% | +16.7% | +17.0% |
| 30D | +8.2% | +14.2% | -6.0% | -2.2% |
| 3M | +20.9% | +0.6% | +20.2% | +19.4% |
| 6M | -37.5% | +15.1% | -52.6% | -43.6% |
| YTD | -44.5% | +10.2% | -54.7% | -51.8% |
| 1Y | -33.0% | +38.4% | -71.4% | -53.1% |
| 3Y | -6.4% | +107.5% | -113.9% | -52.9% |
| All | -6.4% | +111.1% | -117.4% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling