-12.3%
LUV vs NSC
+42.7%
-54.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.9% |
| 7D | -1.0% | -2.8% | +1.8% | +0.4% |
| 30D | -12.4% | -4.5% | -7.8% | -10.5% |
| 3M | -11.0% | +3.5% | -14.5% | -13.0% |
| 6M | -5.0% | +8.5% | -13.5% | -9.6% |
| YTD | -3.8% | +12.3% | -16.1% | -9.8% |
| 1Y | +25.9% | +18.9% | +7.0% | +14.8% |
| 3Y | +42.2% | +74.1% | -31.9% | +5.6% |
| All | -12.3% | +42.7% | -54.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling