+240.4%
LUV vs VNQ
+386.3%
-145.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.2% |
| 30D | -12.4% | -2.6% | -9.8% | -11.1% |
| 3M | -11.0% | -2.0% | -9.0% | -10.0% |
| 6M | -5.0% | +4.3% | -9.3% | -7.1% |
| YTD | -3.8% | +9.2% | -13.0% | -8.1% |
| 1Y | +25.9% | +5.6% | +20.3% | +22.6% |
| 3Y | +42.2% | +30.8% | +11.4% | +23.3% |
| 5Y | -10.8% | +8.0% | -18.7% | -14.2% |
| 10Y | +19.0% | +63.7% | -44.7% | -7.5% |
| All | +240.4% | +386.3% | -145.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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