+196.3%
LUV vs ITOT
+887.7%
-691.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.6% |
| 7D | -1.0% | -0.9% | -0.1% | 0.0% |
| 30D | -12.4% | -1.5% | -10.9% | -11.0% |
| 3M | -11.0% | +3.6% | -14.5% | -14.0% |
| 6M | -5.0% | +13.7% | -18.7% | -16.0% |
| YTD | -3.8% | +12.9% | -16.7% | -14.3% |
| 1Y | +25.9% | +17.2% | +8.7% | +8.0% |
| 3Y | +42.2% | +75.6% | -33.4% | -18.4% |
| 5Y | -10.8% | +75.5% | -86.2% | -48.8% |
| 10Y | +19.0% | +302.0% | -283.0% | -69.5% |
| All | +196.3% | +887.7% | -691.3% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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