+42.2%
LUV vs VIG
+55.8%
-13.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.3% |
| 7D | -1.0% | -1.1% | +0.1% | +0.8% |
| 30D | -12.4% | -2.7% | -9.6% | -8.3% |
| 3M | -11.0% | +2.5% | -13.5% | -14.3% |
| 6M | -5.0% | +9.2% | -14.2% | -16.7% |
| YTD | -3.8% | +9.8% | -13.6% | -16.1% |
| 1Y | +25.9% | +12.4% | +13.5% | +6.3% |
| 3Y | +42.2% | +55.9% | -13.7% | -26.9% |
| All | +42.2% | +55.8% | -13.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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