+280.2%
TSM vs LUV
-11.9%
+292.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | +2.9% | -11.0% | +13.9% | +6.5% |
| 6M | +22.8% | -5.0% | +27.8% | +24.0% |
| YTD | +43.3% | -3.8% | +47.1% | +42.2% |
| 1Y | +69.2% | +25.9% | +43.3% | +52.7% |
| 3Y | +404.5% | +42.2% | +362.3% | +310.9% |
| All | +280.2% | -11.9% | +292.1% | +248.1% |
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