+39.6%
LUV vs ROIV
+253.6%
-214.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.8% | -21.1% | -6.2% |
| 7D | +3.1% | +20.2% | -17.1% | -1.2% |
| 30D | -17.4% | +14.1% | -31.6% | -20.1% |
| 3M | -4.9% | +45.6% | -50.5% | -13.0% |
| 6M | -5.7% | +44.1% | -49.8% | -13.9% |
| YTD | -5.2% | +91.2% | -96.3% | -18.7% |
| 1Y | +24.1% | +221.3% | -197.2% | -5.0% |
| 3Y | +39.6% | +229.2% | -189.6% | -1.2% |
| All | +39.6% | +253.6% | -214.0% | -1.2% |
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 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