+1,238.2%
VST vs LUV
+12.2%
+1,226.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.3% |
| 7D | +9.9% | +3.1% | +6.8% | +9.0% |
| 30D | +7.9% | -17.4% | +25.3% | +13.6% |
| 3M | +3.4% | -4.9% | +8.3% | +4.4% |
| 6M | -4.1% | -5.7% | +1.6% | -3.3% |
| YTD | -5.7% | -5.2% | -0.5% | -6.1% |
| 1Y | -18.9% | +24.1% | -43.0% | -25.7% |
| 3Y | +359.1% | +39.6% | +319.5% | +293.2% |
| 5Y | +766.9% | -12.5% | +779.3% | +727.2% |
| All | +1,238.2% | +12.2% | +1,226.0% | +1,088.2% |
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 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