+113.2%
LUV vs ROIV
+379.0%
-265.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.3% |
| 7D | +6.6% | +14.3% | -7.7% | +2.9% |
| 30D | +11.2% | +16.2% | -5.0% | +6.8% |
| 3M | +3.6% | +15.1% | -11.5% | -1.2% |
| 6M | +13.1% | +44.2% | -31.1% | 0.0% |
| YTD | +13.6% | +89.8% | -76.2% | -8.0% |
| 1Y | +44.4% | +94.6% | -50.2% | +15.8% |
| 3Y | +113.2% | +367.5% | -254.3% | +24.4% |
| All | +113.2% | +379.0% | -265.7% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling