+290.9%
LUV vs VT
+346.0%
-55.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +4.8% | -2.3% | +7.1% | +7.2% |
| 30D | +6.5% | -5.0% | +11.5% | +12.0% |
| 3M | -4.9% | -4.9% | 0.0% | 0.0% |
| 6M | +8.1% | -1.5% | +9.6% | +10.2% |
| YTD | +9.0% | +8.5% | +0.5% | +1.9% |
| 1Y | +43.6% | +11.4% | +32.2% | +31.1% |
| 3Y | +101.4% | +70.1% | +31.3% | +25.7% |
| 5Y | -7.3% | +53.7% | -61.0% | -36.1% |
| 10Y | +24.6% | +220.0% | -195.3% | -53.1% |
| All | +290.9% | +346.0% | -55.1% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling