-56.8%
TSLL vs LUV
+24.9%
-81.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -21.2% | +4.8% | -26.0% | -24.0% |
| 30D | -13.3% | +6.5% | -19.8% | -17.9% |
| 3M | +15.4% | -4.9% | +20.2% | +18.8% |
| 6M | -34.2% | +8.1% | -42.3% | -38.5% |
| YTD | -52.9% | +9.0% | -61.9% | -59.4% |
| 1Y | -54.3% | +43.6% | -97.9% | -70.1% |
| 3Y | -18.4% | +101.4% | -119.8% | -63.0% |
| All | -56.8% | +24.9% | -81.8% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling