-35.7%
VG vs LUV
+25.1%
-60.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.8% | +0.7% | +3.2% | +3.9% |
| 30D | +7.2% | -13.4% | +20.7% | +5.6% |
| 3M | +22.8% | -9.6% | +32.4% | +20.8% |
| 6M | +33.2% | -8.9% | +42.1% | +32.4% |
| YTD | +124.8% | -5.2% | +130.0% | +113.6% |
| 1Y | +15.8% | +27.0% | -11.2% | -5.1% |
| All | -35.7% | +25.1% | -60.7% | -53.4% |
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