+1,449.6%
NET vs LUV
-22.4%
+1,471.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.6% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.8% | -18.4% | +13.6% | +0.2% |
| 3M | +3.8% | -3.2% | +7.0% | +4.1% |
| 6M | +50.0% | -14.8% | +64.9% | +54.4% |
| YTD | +41.5% | -2.9% | +44.3% | +38.8% |
| 1Y | +32.8% | +29.6% | +3.2% | +19.1% |
| 3Y | +335.9% | +35.2% | +300.7% | +271.5% |
| 5Y | +113.8% | -11.7% | +125.5% | +95.0% |
| All | +1,449.6% | -22.4% | +1,471.9% | +1,632.0% |
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