+4,394.1%
LUV vs NTRS
+7,800.3%
-3,406.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.9% |
| 7D | -1.0% | +1.4% | -2.3% | -1.6% |
| 30D | -12.4% | -0.7% | -11.7% | -12.1% |
| 3M | -11.0% | +11.3% | -22.3% | -15.2% |
| 6M | -5.0% | +35.5% | -40.5% | -17.2% |
| YTD | -3.8% | +40.6% | -44.4% | -17.6% |
| 1Y | +25.9% | +49.2% | -23.3% | +4.9% |
| 3Y | +42.2% | +167.2% | -125.0% | -9.6% |
| 5Y | -10.8% | +94.9% | -105.7% | -36.2% |
| 10Y | +19.0% | +259.5% | -240.5% | -35.1% |
| All | +4,394.1% | +7,800.3% | -3,406.2% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling