+42.2%
LUV vs VTR
+132.9%
-90.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -12.4% | +1.1% | -13.5% | -12.7% |
| 3M | -11.0% | +7.9% | -18.9% | -13.9% |
| 6M | -5.0% | +6.2% | -11.1% | -7.8% |
| YTD | -3.8% | +17.7% | -21.5% | -9.7% |
| 1Y | +25.9% | +32.9% | -7.0% | +12.8% |
| 3Y | +42.2% | +129.7% | -87.4% | +1.3% |
| All | +42.2% | +132.9% | -90.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling