-24.0%
NKE vs LUV
+20.2%
-44.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -4.2% | -1.0% | -3.2% | -3.9% |
| 30D | -8.2% | -12.4% | +4.2% | -4.5% |
| 3M | -19.1% | -11.0% | -8.1% | -16.6% |
| 6M | -32.6% | -5.0% | -27.7% | -32.4% |
| YTD | -40.7% | -3.8% | -36.9% | -41.3% |
| 1Y | -48.9% | +25.9% | -74.8% | -53.8% |
| 3Y | -59.2% | +42.2% | -101.5% | -66.0% |
| 5Y | -75.3% | -10.8% | -64.6% | -76.5% |
| All | -24.0% | +20.2% | -44.3% | -33.0% |
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