-12.3%
LUV vs NTRS
+93.2%
-105.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.9% |
| 7D | -1.0% | +1.4% | -2.3% | -1.7% |
| 30D | -12.4% | -0.7% | -11.7% | -12.0% |
| 3M | -11.0% | +11.3% | -22.3% | -16.0% |
| 6M | -5.0% | +35.5% | -40.5% | -19.3% |
| YTD | -3.8% | +40.6% | -44.4% | -20.1% |
| 1Y | +25.9% | +49.2% | -23.3% | +1.3% |
| 3Y | +42.2% | +167.2% | -125.0% | -17.4% |
| All | -12.3% | +93.2% | -105.5% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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