+776.1%
IVV vs LUV
+240.2%
+535.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | -18.4% | +18.5% | +5.7% |
| 3M | +2.0% | -3.2% | +5.2% | +2.4% |
| 6M | +13.0% | -14.8% | +27.9% | +16.8% |
| YTD | +13.6% | -2.9% | +16.4% | +12.0% |
| 1Y | +20.1% | +29.6% | -9.5% | +8.5% |
| 3Y | +77.6% | +35.2% | +42.4% | +52.3% |
| 5Y | +82.5% | -11.7% | +94.1% | +73.1% |
| 10Y | +316.5% | +21.6% | +295.0% | +234.8% |
| All | +776.1% | +240.2% | +535.9% | +346.8% |
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