+394.9%
TTWO vs LUV
+20.2%
+374.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +0.4% | -1.0% | +1.3% | +0.5% |
| 30D | -11.3% | -12.4% | +1.0% | -9.5% |
| 3M | +1.6% | -11.0% | +12.6% | +3.3% |
| 6M | +2.1% | -5.0% | +7.1% | +2.3% |
| YTD | -15.8% | -3.8% | -12.1% | -16.3% |
| 1Y | -12.6% | +25.9% | -38.5% | -17.1% |
| 3Y | +48.2% | +42.2% | +6.0% | +34.2% |
| 5Y | +40.0% | -10.8% | +50.7% | +34.8% |
| All | +394.9% | +20.2% | +374.6% | +390.4% |
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