+4.2%
LUV vs ROIV
+280.9%
-276.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.8% | -2.2% |
| 7D | +1.8% | +9.2% | -7.4% | +0.7% |
| 30D | +11.3% | +19.9% | -8.6% | +8.9% |
| 3M | +1.0% | +10.6% | -9.6% | -0.6% |
| 6M | +15.6% | +36.1% | -20.5% | +10.8% |
| YTD | +10.9% | +84.3% | -73.4% | +2.5% |
| 1Y | +38.1% | +87.6% | -49.5% | +27.3% |
| 3Y | +108.2% | +353.9% | -245.7% | +74.7% |
| 5Y | +1.7% | +376.1% | -374.3% | -21.5% |
| All | +4.2% | +280.9% | -276.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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