+208.7%
NRG vs LUV
+40.8%
+167.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -4.7% | -1.0% | -3.7% | -4.5% |
| 30D | -6.0% | -12.4% | +6.4% | -3.0% |
| 3M | -8.0% | -11.0% | +3.0% | -5.7% |
| 6M | -23.2% | -5.0% | -18.2% | -22.9% |
| YTD | -28.1% | -3.8% | -24.3% | -28.7% |
| 1Y | -27.3% | +25.9% | -53.2% | -33.0% |
| 3Y | +208.7% | +42.2% | +166.4% | +150.1% |
| All | +208.7% | +40.8% | +167.9% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling