+17.5%
LUV vs VO
+200.3%
-182.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | -1.0% | -1.5% | +0.6% | +0.7% |
| 30D | -12.4% | -3.0% | -9.3% | -9.2% |
| 3M | -11.0% | +2.8% | -13.8% | -13.5% |
| 6M | -5.0% | +10.9% | -15.9% | -14.5% |
| YTD | -3.8% | +12.5% | -16.2% | -14.7% |
| 1Y | +25.9% | +12.0% | +13.9% | +12.5% |
| 3Y | +42.2% | +56.3% | -14.0% | -9.8% |
| 5Y | -10.8% | +42.9% | -53.7% | -37.9% |
| All | +17.5% | +200.3% | -182.8% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling