+2,235.4%
VGT vs LUV
+206.0%
+2,029.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.4% | -14.6% | +14.2% | +4.2% |
| 3M | +6.6% | -5.7% | +12.3% | +8.0% |
| 6M | +31.0% | -8.4% | +39.5% | +33.1% |
| YTD | +27.2% | -5.1% | +32.4% | +26.3% |
| 1Y | +34.5% | +26.6% | +7.9% | +21.5% |
| 3Y | +123.1% | +39.7% | +83.5% | +87.5% |
| 5Y | +135.1% | -12.0% | +147.1% | +124.0% |
| 10Y | +803.4% | +17.3% | +786.1% | +627.3% |
| All | +2,235.4% | +206.0% | +2,029.4% | +1,053.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling