-51.9%
TSLL vs LUV
+8.7%
-60.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.3% | +9.8% |
| 7D | +5.8% | +3.1% | +2.7% | +2.7% |
| 30D | +21.7% | -17.4% | +39.1% | +41.1% |
| 3M | -28.2% | -4.9% | -23.4% | -25.0% |
| 6M | -29.5% | -5.7% | -23.8% | -26.2% |
| YTD | -47.5% | -5.2% | -42.4% | -49.1% |
| 1Y | -20.8% | +24.1% | -44.9% | -41.8% |
| 3Y | -26.7% | +39.6% | -66.3% | -52.7% |
| All | -51.9% | +8.7% | -60.6% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling