+117.0%
TT vs LUV
+38.7%
+78.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | +0.7% | +0.8% | +1.3% |
| 30D | -6.7% | -13.4% | +6.8% | -3.7% |
| 3M | -5.4% | -9.6% | +4.2% | -3.5% |
| 6M | +4.4% | -8.9% | +13.3% | +5.8% |
| YTD | +14.9% | -5.2% | +20.1% | +15.1% |
| 1Y | +9.3% | +27.0% | -17.8% | +3.4% |
| All | +117.0% | +38.7% | +78.3% | +95.3% |
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