+15,786.6%
NOC vs LUV
+4,376.1%
+11,410.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +0.7% | -2.2% | -1.7% |
| 30D | -10.4% | -13.4% | +3.1% | -8.5% |
| 3M | -5.6% | -9.6% | +4.0% | -4.5% |
| 6M | -30.4% | -8.9% | -21.5% | -30.0% |
| YTD | -8.5% | -5.2% | -3.3% | -9.0% |
| 1Y | -8.3% | +27.0% | -35.4% | -13.1% |
| 3Y | +28.2% | +39.6% | -11.4% | +16.7% |
| 5Y | +56.7% | -14.4% | +71.1% | +51.3% |
| 10Y | +189.3% | +17.3% | +172.1% | +157.3% |
| All | +15,786.6% | +4,376.1% | +11,410.5% | +8,269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling