+625.8%
NTAP vs LUV
+20.2%
+605.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.1% |
| 7D | +7.4% | -1.0% | +8.3% | +7.7% |
| 30D | -1.4% | -12.4% | +11.0% | +2.9% |
| 3M | +24.6% | -11.0% | +35.5% | +28.5% |
| 6M | +105.9% | -5.0% | +110.9% | +105.4% |
| YTD | +88.5% | -3.8% | +92.3% | +84.3% |
| 1Y | +62.1% | +25.9% | +36.2% | +42.9% |
| 3Y | +169.1% | +42.2% | +126.8% | +114.4% |
| 5Y | +141.9% | -10.8% | +152.6% | +125.2% |
| All | +625.8% | +20.2% | +605.5% | +502.6% |
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