+262.4%
VST vs LUV
+98.4%
+164.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +4.8% | -14.6% | -11.1% |
| 30D | -25.1% | +6.5% | -31.7% | -26.6% |
| 3M | -11.6% | -4.9% | -6.7% | -10.9% |
| 6M | -20.9% | +8.1% | -29.0% | -23.1% |
| YTD | -22.3% | +9.0% | -31.3% | -25.6% |
| 1Y | -32.0% | +43.6% | -75.6% | -39.7% |
| 3Y | +262.4% | +101.4% | +161.0% | +186.8% |
| All | +262.4% | +98.4% | +164.0% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling