+7,169.4%
NEE vs LUV
+4,376.1%
+2,793.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -1.7% | -13.4% | +11.8% | 0.0% |
| 3M | -1.8% | -9.6% | +7.8% | -0.9% |
| 6M | -8.8% | -8.9% | +0.1% | -8.3% |
| YTD | +5.2% | -5.2% | +10.4% | +4.8% |
| 1Y | +21.3% | +27.0% | -5.7% | +16.3% |
| 3Y | +35.2% | +39.6% | -4.4% | +25.8% |
| 5Y | +10.1% | -14.4% | +24.5% | +7.6% |
| 10Y | +253.2% | +17.3% | +236.0% | +221.0% |
| All | +7,169.4% | +4,376.1% | +2,793.3% | +4,174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling