-33.7%
LUV vs NTR
+97.9%
-131.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -12.4% | +16.8% | -29.1% | -16.7% |
| 3M | -11.0% | +20.7% | -31.7% | -16.7% |
| 6M | -5.0% | +0.5% | -5.5% | -6.9% |
| YTD | -3.8% | +29.2% | -33.0% | -14.8% |
| 1Y | +25.9% | +39.6% | -13.7% | +7.7% |
| 3Y | +42.2% | +37.9% | +4.4% | +19.4% |
| 5Y | -10.8% | +47.1% | -57.8% | -35.6% |
| All | -33.7% | +97.9% | -131.6% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling