-12.0%
LUV vs VSH
+64.5%
-76.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | -0.1% | +3.1% | -3.2% | -1.0% |
| 30D | -14.6% | -5.7% | -8.9% | -13.3% |
| 3M | -5.7% | -42.5% | +36.8% | +9.1% |
| 6M | -8.4% | +82.7% | -91.1% | -33.6% |
| YTD | -5.1% | +118.2% | -123.4% | -36.4% |
| 1Y | +26.6% | +109.7% | -83.1% | -15.0% |
| 3Y | +39.7% | +35.3% | +4.4% | +6.5% |
| 5Y | -12.0% | +65.6% | -77.6% | -43.6% |
| All | -12.0% | +64.5% | -76.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling