+2,486.9%
VRT vs LUV
-22.2%
+2,509.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.0% |
| 7D | -8.4% | -1.0% | -7.4% | -8.1% |
| 30D | -10.9% | -12.4% | +1.5% | -6.2% |
| 3M | -13.7% | -11.0% | -2.7% | -9.8% |
| 6M | -4.1% | -5.0% | +0.8% | -3.0% |
| YTD | +58.7% | -3.8% | +62.5% | +56.7% |
| 1Y | +89.6% | +25.9% | +63.7% | +66.3% |
| 3Y | +558.1% | +42.2% | +515.9% | +416.1% |
| 5Y | +953.0% | -10.8% | +963.7% | +902.6% |
| All | +2,486.9% | -22.2% | +2,509.1% | +2,255.4% |
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