+42.2%
LUV vs NTR
+36.8%
+5.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -12.4% | +16.8% | -29.1% | -12.9% |
| 3M | -11.0% | +20.7% | -31.7% | -11.7% |
| 6M | -5.0% | +0.5% | -5.5% | -4.6% |
| YTD | -3.8% | +29.2% | -33.0% | -8.8% |
| 1Y | +25.9% | +39.6% | -13.7% | +16.5% |
| 3Y | +42.2% | +37.9% | +4.4% | +28.0% |
| All | +42.2% | +36.8% | +5.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling