+18.9%
NET vs LUV
+21.9%
-2.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -3.7% |
| 7D | -16.4% | +6.8% | -23.1% | -17.2% |
| 30D | -25.8% | +10.9% | -36.8% | -27.1% |
| 3M | -11.5% | -4.2% | -7.3% | -11.0% |
| 6M | +18.9% | +22.1% | -3.2% | +13.2% |
| All | +18.9% | +21.9% | -2.9% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling