+42.2%
LUV vs VYM
+65.1%
-22.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.3% |
| 7D | -1.0% | -0.8% | -0.2% | +0.3% |
| 30D | -12.4% | -2.2% | -10.1% | -9.0% |
| 3M | -11.0% | +3.1% | -14.1% | -15.0% |
| 6M | -5.0% | +9.7% | -14.7% | -17.6% |
| YTD | -3.8% | +14.9% | -18.7% | -22.0% |
| 1Y | +25.9% | +17.6% | +8.3% | -1.3% |
| 3Y | +42.2% | +65.3% | -23.1% | -33.3% |
| All | +42.2% | +65.1% | -22.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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