-34.9%
VST vs LUV
+57.3%
-92.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.8% | -20.7% | -14.8% |
| 7D | -15.7% | +6.8% | -22.5% | -16.7% |
| 30D | -17.0% | +10.9% | -27.9% | -18.6% |
| 3M | -15.9% | -4.2% | -11.6% | -15.1% |
| 6M | -25.0% | +22.1% | -47.1% | -28.2% |
| YTD | -25.1% | +13.8% | -38.9% | -28.0% |
| 1Y | -34.9% | +59.2% | -94.1% | -41.2% |
| All | -34.9% | +57.3% | -92.2% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling