-9.6%
LUV vs ROIV
+288.8%
-298.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.0% | +16.9% | -17.8% | -3.0% |
| 30D | -12.4% | +12.9% | -25.2% | -13.9% |
| 3M | -11.0% | +37.3% | -48.3% | -14.6% |
| 6M | -5.0% | +38.0% | -43.0% | -9.0% |
| YTD | -3.8% | +88.1% | -91.9% | -11.2% |
| 1Y | +25.9% | +183.3% | -157.4% | +11.1% |
| 3Y | +42.2% | +254.6% | -212.4% | +21.1% |
| 5Y | -10.8% | +309.8% | -320.6% | -28.9% |
| All | -9.6% | +288.8% | -298.4% | -28.2% |
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