+1,381.0%
NET vs LUV
-9.0%
+1,390.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -4.3% |
| 7D | -16.4% | +6.8% | -23.1% | -17.9% |
| 30D | -25.8% | +10.9% | -36.8% | -27.9% |
| 3M | -11.5% | -4.2% | -7.3% | -10.8% |
| 6M | +18.9% | +22.1% | -3.2% | +11.9% |
| YTD | +35.2% | +13.8% | +21.4% | +27.1% |
| 1Y | +14.5% | +59.2% | -44.8% | -2.7% |
| 3Y | +313.8% | +108.8% | +205.0% | +212.7% |
| 5Y | +32.6% | +3.0% | +29.5% | +15.9% |
| All | +1,381.0% | -9.0% | +1,390.0% | +1,486.2% |
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