+407.0%
TSM vs LUV
+38.7%
+368.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +4.8% | +0.7% | +4.1% | +4.6% |
| 30D | +4.0% | -13.4% | +17.5% | +8.1% |
| 3M | +2.0% | -9.6% | +11.6% | +4.6% |
| 6M | +25.5% | -8.9% | +34.4% | +27.9% |
| YTD | +44.0% | -5.2% | +49.2% | +43.9% |
| 1Y | +75.4% | +27.0% | +48.4% | +61.0% |
| All | +407.0% | +38.7% | +368.2% | +310.2% |
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 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