+1,779.8%
TSM vs LUV
+20.2%
+1,759.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +1.0% | -12.4% | +13.3% | +4.7% |
| 3M | +2.9% | -11.0% | +13.9% | +6.1% |
| 6M | +22.8% | -5.0% | +27.8% | +24.0% |
| YTD | +43.3% | -3.8% | +47.1% | +42.6% |
| 1Y | +69.2% | +25.9% | +43.3% | +55.0% |
| 3Y | +404.5% | +42.2% | +362.3% | +329.0% |
| 5Y | +282.2% | -10.8% | +293.0% | +263.4% |
| All | +1,779.8% | +20.2% | +1,759.5% | +1,588.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling