-12.0%
LUV vs VFC
-79.4%
+67.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -0.1% | -3.3% | +3.2% | +1.0% |
| 30D | -14.6% | -14.0% | -0.6% | -10.4% |
| 3M | -5.7% | -22.6% | +16.9% | +1.8% |
| 6M | -8.4% | -24.7% | +16.3% | -0.4% |
| YTD | -5.1% | -29.0% | +23.8% | +5.0% |
| 1Y | +26.6% | -13.8% | +40.4% | +31.4% |
| 3Y | +39.7% | -28.2% | +67.9% | +37.3% |
| 5Y | -12.0% | -79.0% | +67.0% | +48.3% |
| All | -12.0% | -79.4% | +67.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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