+13,957.4%
TSM vs LUV
+621.4%
+13,336.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.2% |
| 7D | +6.0% | +3.1% | +2.9% | +4.9% |
| 30D | +4.5% | -17.4% | +21.9% | +11.6% |
| 3M | +3.1% | -4.9% | +8.0% | +4.5% |
| 6M | +30.2% | -5.7% | +35.9% | +31.9% |
| YTD | +45.2% | -5.2% | +50.4% | +44.8% |
| 1Y | +79.6% | +24.1% | +55.4% | +61.5% |
| 3Y | +411.0% | +39.6% | +371.4% | +321.0% |
| 5Y | +290.7% | -12.5% | +303.2% | +271.9% |
| 10Y | +1,753.6% | +12.9% | +1,740.7% | +1,339.4% |
| All | +13,957.4% | +621.4% | +13,336.0% | +2,977.6% |
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