+244.8%
NEE vs LUV
+20.2%
+224.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.3% | -1.0% | -0.4% | -1.2% |
| 30D | -3.3% | -12.4% | +9.0% | -1.6% |
| 3M | -2.3% | -11.0% | +8.7% | -0.9% |
| 6M | -8.9% | -5.0% | -3.9% | -8.8% |
| YTD | +4.8% | -3.8% | +8.5% | +4.0% |
| 1Y | +18.7% | +25.9% | -7.2% | +12.8% |
| 3Y | +33.2% | +42.2% | -9.0% | +21.4% |
| 5Y | +10.9% | -10.8% | +21.6% | +7.1% |
| All | +244.8% | +20.2% | +224.6% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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