+214.3%
LUV vs NVMI
+1,965.6%
-1,751.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -12.4% | -8.4% | -4.0% | -11.7% |
| 3M | -11.0% | -33.6% | +22.6% | -7.8% |
| 6M | -5.0% | -14.7% | +9.7% | -4.1% |
| YTD | -3.8% | +13.2% | -17.0% | -5.6% |
| 1Y | +25.9% | +29.0% | -3.1% | +21.8% |
| 3Y | +42.2% | +215.0% | -172.7% | +24.9% |
| 5Y | -10.8% | +268.6% | -279.3% | -23.2% |
| 10Y | +19.0% | +3,124.7% | -3,105.8% | -12.8% |
| All | +214.3% | +1,965.6% | -1,751.3% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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