-12.3%
LUV vs NVT
+419.5%
-431.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | -0.2% |
| 7D | -1.0% | +4.1% | -5.0% | -2.5% |
| 30D | -12.4% | -5.1% | -7.2% | -11.0% |
| 3M | -11.0% | -1.2% | -9.8% | -11.8% |
| 6M | -5.0% | +46.6% | -51.6% | -19.4% |
| YTD | -3.8% | +60.0% | -63.8% | -21.3% |
| 1Y | +25.9% | +70.8% | -44.9% | -0.3% |
| 3Y | +42.2% | +187.5% | -145.3% | -18.2% |
| All | -12.3% | +419.5% | -431.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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