+376.4%
TTD vs LUV
+20.7%
+355.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | -0.6% | -1.0% | +0.3% | -0.2% |
| 30D | +6.3% | -12.4% | +18.7% | +11.6% |
| 3M | -24.1% | -11.0% | -13.1% | -20.9% |
| 6M | -47.4% | -5.0% | -42.5% | -47.2% |
| YTD | -62.2% | -3.8% | -58.4% | -63.2% |
| 1Y | -68.3% | +25.9% | -94.2% | -72.7% |
| 3Y | -83.4% | +42.2% | -125.7% | -87.1% |
| 5Y | -80.3% | -10.8% | -69.5% | -81.4% |
| All | +376.4% | +20.7% | +355.7% | +373.7% |
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