+914.2%
LUV vs NVS
+1,076.7%
-162.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | -15.7% | +15.6% | +6.4% |
| 30D | -14.6% | -11.1% | -3.5% | -11.2% |
| 3M | -5.7% | -7.2% | +1.5% | -3.8% |
| 6M | -8.4% | -12.3% | +3.9% | -4.4% |
| YTD | -5.1% | +2.8% | -7.9% | -7.0% |
| 1Y | +26.6% | +11.9% | +14.6% | +19.7% |
| 3Y | +39.7% | +55.1% | -15.4% | +14.6% |
| 5Y | -12.0% | +94.1% | -106.1% | -34.8% |
| 10Y | +17.3% | +181.2% | -163.9% | -26.2% |
| All | +914.2% | +1,076.7% | -162.5% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling