-12.3%
LUV vs NTR
+45.7%
-58.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -12.4% | +16.8% | -29.1% | -14.3% |
| 3M | -11.0% | +20.7% | -31.7% | -13.5% |
| 6M | -5.0% | +0.5% | -5.5% | -5.5% |
| YTD | -3.8% | +29.2% | -33.0% | -9.8% |
| 1Y | +25.9% | +39.6% | -13.7% | +15.5% |
| 3Y | +42.2% | +37.9% | +4.4% | +28.6% |
| All | -12.3% | +45.7% | -58.0% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling