+189.8%
NOC vs LUV
+20.2%
+169.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +0.8% | -1.0% | +1.7% | +0.9% |
| 30D | -9.7% | -12.4% | +2.7% | -8.0% |
| 3M | -5.6% | -11.0% | +5.3% | -4.4% |
| 6M | -28.6% | -5.0% | -23.6% | -28.6% |
| YTD | -7.9% | -3.8% | -4.1% | -8.6% |
| 1Y | -9.5% | +25.9% | -35.4% | -14.3% |
| 3Y | +28.4% | +42.2% | -13.9% | +15.5% |
| 5Y | +59.0% | -10.8% | +69.7% | +54.1% |
| All | +189.8% | +20.2% | +169.6% | +180.9% |
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