+17.5%
LUV vs NVS
+179.5%
-162.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -1.0% | -14.3% | +13.3% | +4.9% |
| 30D | -12.4% | -10.0% | -2.4% | -9.3% |
| 3M | -11.0% | -10.9% | -0.1% | -7.8% |
| 6M | -5.0% | -12.0% | +7.0% | -1.0% |
| YTD | -3.8% | +2.5% | -6.3% | -5.8% |
| 1Y | +25.9% | +10.7% | +15.2% | +19.2% |
| 3Y | +42.2% | +53.3% | -11.1% | +15.8% |
| 5Y | -10.8% | +93.6% | -104.4% | -36.0% |
| All | +17.5% | +179.5% | -162.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling