-8.9%
LUV vs VMC
-7.7%
-1.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +2.3% |
| 7D | +0.7% | -5.3% | +6.0% | +4.5% |
| 30D | -13.4% | -12.3% | -1.2% | -5.1% |
| 3M | -9.6% | -10.3% | +0.7% | -4.0% |
| 6M | -8.9% | -8.6% | -0.3% | -8.0% |
| All | -8.9% | -7.7% | -1.2% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling