+37.6%
LUV vs NTRA
+1,727.4%
-1,689.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -12.4% | +4.1% | -16.5% | -12.8% |
| 3M | -11.0% | +50.0% | -61.0% | -15.1% |
| 6M | -5.0% | +67.3% | -72.3% | -10.6% |
| YTD | -3.8% | +43.6% | -47.4% | -8.2% |
| 1Y | +25.9% | +89.2% | -63.3% | +16.5% |
| 3Y | +42.2% | +502.5% | -460.3% | +16.4% |
| 5Y | -10.8% | +173.8% | -184.5% | -25.2% |
| 10Y | +19.0% | +3,189.3% | -3,170.3% | -20.2% |
| All | +37.6% | +1,727.4% | -1,689.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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