+207.0%
LUV vs VO
+806.0%
-599.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.9% |
| 7D | -0.1% | -2.5% | +2.4% | +2.3% |
| 30D | -14.6% | -3.2% | -11.4% | -11.8% |
| 3M | -5.7% | +3.9% | -9.6% | -8.9% |
| 6M | -8.4% | +9.6% | -18.1% | -15.5% |
| YTD | -5.1% | +11.6% | -16.7% | -13.8% |
| 1Y | +26.6% | +12.6% | +14.0% | +14.3% |
| 3Y | +39.7% | +55.4% | -15.7% | -5.3% |
| 5Y | -12.0% | +41.8% | -53.9% | -34.9% |
| 10Y | +17.3% | +196.4% | -179.2% | -54.2% |
| All | +207.0% | +806.0% | -599.0% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling