+4,330.0%
LUV vs VMC
+3,084.3%
+1,245.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.3% |
| 7D | +0.7% | -5.3% | +6.0% | +2.7% |
| 30D | -13.4% | -12.3% | -1.2% | -9.1% |
| 3M | -9.6% | -10.3% | +0.7% | -5.9% |
| 6M | -8.9% | -8.6% | -0.3% | -5.8% |
| YTD | -5.2% | -11.9% | +6.7% | -0.9% |
| 1Y | +27.0% | -13.9% | +41.0% | +33.7% |
| 3Y | +39.6% | +18.2% | +21.5% | +29.3% |
| 5Y | -14.4% | +47.7% | -62.2% | -27.7% |
| 10Y | +17.3% | +152.5% | -135.2% | -22.5% |
| All | +4,330.0% | +3,084.3% | +1,245.7% | +1,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling