+437.3%
TTMI vs LUV
+191.6%
+245.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +0.7% | +6.8% | +7.2% |
| 30D | -4.5% | -13.4% | +9.0% | +1.9% |
| 3M | -28.5% | -9.6% | -18.9% | -25.3% |
| 6M | +28.4% | -8.9% | +37.3% | +33.3% |
| YTD | +80.1% | -5.2% | +85.2% | +80.6% |
| 1Y | +161.0% | +27.0% | +134.0% | +128.4% |
| 3Y | +862.4% | +39.6% | +822.8% | +667.5% |
| 5Y | +812.9% | -14.4% | +827.3% | +780.2% |
| 10Y | +1,094.7% | +17.3% | +1,077.4% | +772.8% |
| All | +437.3% | +191.6% | +245.7% | +89.2% |
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 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