+5,401.7%
TTWO vs LUV
+968.2%
+4,433.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | +0.4% | -1.0% | +1.3% | +0.6% |
| 30D | -11.3% | -12.4% | +1.0% | -8.6% |
| 3M | +1.6% | -11.0% | +12.6% | +4.2% |
| 6M | +2.1% | -5.0% | +7.1% | +2.3% |
| YTD | -15.8% | -3.8% | -12.1% | -16.7% |
| 1Y | -12.6% | +25.9% | -38.5% | -19.4% |
| 3Y | +48.2% | +42.2% | +6.0% | +27.8% |
| 5Y | +40.0% | -10.8% | +50.7% | +32.9% |
| 10Y | +404.1% | +19.0% | +385.2% | +306.7% |
| All | +5,401.7% | +968.2% | +4,433.5% | +2,233.8% |
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