+479.7%
NEM vs LUV
+4,376.1%
-3,896.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +3.1% | +0.7% | +2.4% | +3.0% |
| 30D | +10.0% | -13.4% | +23.4% | +10.3% |
| 3M | +30.9% | -9.6% | +40.5% | +31.1% |
| 6M | +10.5% | -8.9% | +19.4% | +10.7% |
| YTD | +29.7% | -5.2% | +34.9% | +29.8% |
| 1Y | +71.1% | +27.0% | +44.1% | +70.3% |
| 3Y | +252.1% | +39.6% | +212.5% | +249.3% |
| 5Y | +157.7% | -14.4% | +172.1% | +156.3% |
| 10Y | +319.4% | +17.3% | +302.1% | +317.0% |
| All | +479.7% | +4,376.1% | -3,896.4% | +560.4% |
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