-49.7%
NRG vs LUV
+57.3%
-107.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +6.8% | -20.4% | -14.6% |
| 7D | -13.7% | +6.8% | -20.5% | -14.9% |
| 30D | -13.6% | +10.9% | -24.5% | -15.5% |
| 3M | -28.5% | -4.2% | -24.3% | -28.0% |
| 6M | -45.8% | +22.1% | -67.9% | -48.4% |
| YTD | -46.9% | +13.8% | -60.8% | -49.6% |
| 1Y | -49.7% | +59.2% | -109.0% | -58.7% |
| All | -49.7% | +57.3% | -107.0% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling