+17.5%
LUV vs DVA
+187.8%
-170.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | -1.3% | +0.4% | -0.6% |
| 30D | -12.4% | 0.0% | -12.4% | -12.3% |
| 3M | -11.0% | -10.9% | -0.1% | -9.1% |
| 6M | -5.0% | +17.3% | -22.3% | -10.6% |
| YTD | -3.8% | +59.8% | -63.6% | -17.7% |
| 1Y | +25.9% | +36.3% | -10.3% | +12.6% |
| 3Y | +42.2% | +88.6% | -46.4% | +12.7% |
| 5Y | -10.8% | +47.5% | -58.3% | -26.4% |
| All | +17.5% | +187.8% | -170.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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