-20.9%
VST vs LUV
+8.5%
-29.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +4.8% | -14.6% | -10.9% |
| 30D | -25.1% | +6.5% | -31.7% | -26.3% |
| 3M | -11.6% | -4.9% | -6.7% | -9.4% |
| 6M | -20.9% | +8.1% | -29.0% | -26.5% |
| All | -20.9% | +8.5% | -29.4% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling