+20.2%
LUV vs VT
+217.6%
-197.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +6.6% | -0.1% | +6.7% | +6.9% |
| 30D | +11.2% | -3.1% | +14.2% | +15.5% |
| 3M | +3.6% | -3.5% | +7.1% | +8.4% |
| 6M | +13.1% | +0.5% | +12.7% | +13.0% |
| YTD | +13.6% | +10.8% | +2.8% | +1.7% |
| 1Y | +44.4% | +11.9% | +32.5% | +27.9% |
| 3Y | +113.2% | +73.0% | +40.2% | +15.6% |
| 5Y | +1.5% | +58.6% | -57.1% | -39.0% |
| 10Y | +20.2% | +219.2% | -199.0% | -67.8% |
| All | +20.2% | +217.6% | -197.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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