+629.2%
LUV vs NLY
+1,197.0%
-567.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -1.0% | -4.0% | +3.0% | +0.4% |
| 30D | -12.4% | -5.2% | -7.1% | -10.8% |
| 3M | -11.0% | +2.8% | -13.8% | -11.8% |
| 6M | -5.0% | +4.2% | -9.2% | -5.9% |
| YTD | -3.8% | +4.7% | -8.5% | -5.0% |
| 1Y | +25.9% | +12.7% | +13.2% | +21.2% |
| 3Y | +42.2% | +62.5% | -20.3% | +21.5% |
| 5Y | -10.8% | +26.3% | -37.1% | -18.4% |
| 10Y | +19.0% | +81.0% | -62.0% | -2.9% |
| All | +629.2% | +1,197.0% | -567.8% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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