+190.6%
LUV vs VYM
+488.1%
-297.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.7% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | -12.4% | -2.2% | -10.1% | -10.0% |
| 3M | -11.0% | +3.1% | -14.1% | -13.7% |
| 6M | -5.0% | +9.7% | -14.7% | -13.7% |
| YTD | -3.8% | +14.9% | -18.7% | -16.7% |
| 1Y | +25.9% | +17.6% | +8.3% | +6.5% |
| 3Y | +42.2% | +65.3% | -23.1% | -15.3% |
| 5Y | -10.8% | +78.7% | -89.5% | -50.6% |
| 10Y | +19.0% | +208.2% | -189.3% | -60.9% |
| All | +190.6% | +488.1% | -297.5% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling