-12.3%
LUV vs VMC
+47.0%
-59.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.0% |
| 7D | -1.0% | -3.8% | +2.8% | +1.0% |
| 30D | -12.4% | -9.7% | -2.7% | -7.7% |
| 3M | -11.0% | -9.6% | -1.4% | -6.5% |
| 6M | -5.0% | -4.8% | -0.1% | -2.7% |
| YTD | -3.8% | -10.9% | +7.1% | +1.0% |
| 1Y | +25.9% | -15.6% | +41.5% | +35.5% |
| 3Y | +42.2% | +19.3% | +22.9% | +25.0% |
| All | -12.3% | +47.0% | -59.3% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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