+924.9%
VLO vs LUV
+20.2%
+904.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | +5.3% | -1.0% | +6.3% | +5.6% |
| 30D | +18.2% | -12.4% | +30.6% | +23.8% |
| 3M | +53.3% | -11.0% | +64.3% | +58.3% |
| 6M | +70.4% | -5.0% | +75.4% | +67.4% |
| YTD | +143.4% | -3.8% | +147.2% | +132.9% |
| 1Y | +153.0% | +25.9% | +127.1% | +112.7% |
| 3Y | +195.0% | +42.2% | +152.7% | +118.8% |
| 5Y | +618.8% | -10.8% | +629.5% | +546.5% |
| All | +924.9% | +20.2% | +904.6% | +753.5% |
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