+17.5%
LUV vs VSH
+196.4%
-179.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | -0.9% |
| 7D | -1.0% | +4.8% | -5.7% | -2.8% |
| 30D | -12.4% | -0.7% | -11.7% | -12.5% |
| 3M | -11.0% | -43.1% | +32.1% | +6.5% |
| 6M | -5.0% | +91.8% | -96.8% | -34.8% |
| YTD | -3.8% | +131.6% | -135.4% | -39.9% |
| 1Y | +25.9% | +118.1% | -92.2% | -20.4% |
| 3Y | +42.2% | +40.9% | +1.3% | +3.3% |
| 5Y | -10.8% | +75.8% | -86.5% | -43.8% |
| All | +17.5% | +196.4% | -179.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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