+4,329.9%
LUV vs NSC
+5,636.1%
-1,306.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | -13.4% | -3.2% | -10.3% | -12.2% |
| 3M | -9.6% | +3.9% | -13.5% | -11.5% |
| 6M | -8.9% | +7.8% | -16.7% | -12.7% |
| YTD | -5.2% | +13.4% | -18.6% | -11.0% |
| 1Y | +27.0% | +20.3% | +6.7% | +16.0% |
| 3Y | +39.6% | +76.1% | -36.4% | +5.2% |
| 5Y | -14.4% | +45.0% | -59.4% | -30.5% |
| 10Y | +17.3% | +335.7% | -318.5% | -42.9% |
| All | +4,329.9% | +5,636.1% | -1,306.1% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling