+17.5%
LUV vs VRSK
+126.1%
-108.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.0% | -5.2% | +4.2% | +0.6% |
| 30D | -12.4% | -2.3% | -10.0% | -12.0% |
| 3M | -11.0% | -2.9% | -8.1% | -10.9% |
| 6M | -5.0% | -12.8% | +7.8% | -2.0% |
| YTD | -3.8% | -20.8% | +17.0% | +2.0% |
| 1Y | +25.9% | -33.2% | +59.1% | +42.2% |
| 3Y | +42.2% | -26.6% | +68.8% | +51.6% |
| 5Y | -10.8% | -11.3% | +0.6% | -14.4% |
| All | +17.5% | +126.1% | -108.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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