+374.9%
V vs LUV
+18.6%
+356.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +1.2% | -14.6% | +15.8% | +5.4% |
| 3M | +13.9% | -5.7% | +19.6% | +15.0% |
| 6M | +17.2% | -8.4% | +25.7% | +18.5% |
| YTD | +5.3% | -5.1% | +10.5% | +4.5% |
| 1Y | +9.5% | +26.6% | -17.1% | -0.4% |
| 3Y | +51.9% | +39.7% | +12.2% | +28.1% |
| 5Y | +69.6% | -12.0% | +81.6% | +62.6% |
| All | +374.9% | +18.6% | +356.4% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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