-17.2%
TTWO vs LUV
+57.3%
-74.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.3% | +6.4% |
| 7D | +7.0% | +6.8% | +0.2% | +6.3% |
| 30D | +2.7% | +10.9% | -8.2% | +1.6% |
| 3M | -13.0% | -4.2% | -8.8% | -13.2% |
| 6M | -7.2% | +22.1% | -29.4% | -8.4% |
| YTD | -18.4% | +13.8% | -32.2% | -18.3% |
| 1Y | -17.2% | +59.2% | -76.5% | -15.3% |
| All | -17.2% | +57.3% | -74.6% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling