+4,331.1%
LUV vs VSH
+1,646.4%
+2,684.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -0.1% | +2.8% | -2.9% | -0.8% |
| 30D | -14.6% | -6.0% | -8.6% | -13.5% |
| 3M | -5.7% | -42.6% | +37.0% | +5.7% |
| 6M | -8.4% | +82.1% | -90.5% | -24.6% |
| YTD | -5.1% | +117.5% | -122.7% | -25.6% |
| 1Y | +26.6% | +109.0% | -82.4% | -0.4% |
| 3Y | +39.7% | +34.9% | +4.8% | +19.3% |
| 5Y | -12.0% | +65.1% | -77.1% | -29.1% |
| 10Y | +17.3% | +175.9% | -158.7% | -17.2% |
| All | +4,331.1% | +1,646.4% | +2,684.7% | +1,553.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling