-14.4%
LUV vs ROIV
+319.8%
-334.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.7% | +22.3% | -21.7% | -2.0% |
| 30D | -13.4% | +16.9% | -30.3% | -15.3% |
| 3M | -9.6% | +43.9% | -53.5% | -13.8% |
| 6M | -8.9% | +41.6% | -50.5% | -13.0% |
| YTD | -5.2% | +92.7% | -97.8% | -12.7% |
| 1Y | +27.0% | +210.2% | -183.1% | +10.9% |
| 3Y | +39.6% | +231.8% | -192.2% | +19.3% |
| 5Y | -14.4% | +319.8% | -334.2% | -31.0% |
| All | -14.4% | +319.8% | -334.2% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling