-21.6%
VST vs LUV
+24.6%
-46.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.3% | +0.7% | +4.7% | +5.2% |
| 30D | +5.8% | -13.4% | +19.2% | +8.6% |
| 3M | +3.5% | -9.6% | +13.1% | +5.0% |
| 6M | -7.4% | -8.9% | +1.5% | -7.3% |
| YTD | -6.1% | -5.2% | -0.9% | -6.0% |
| 1Y | -21.6% | +27.0% | -48.7% | -22.6% |
| All | -21.6% | +24.6% | -46.2% | -22.6% |
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