+1,002.6%
VST vs LUV
+29.0%
+973.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.5% | +10.5% |
| 7D | -9.8% | +4.8% | -14.6% | -11.3% |
| 30D | -25.1% | +6.5% | -31.7% | -26.8% |
| 3M | -11.6% | -4.9% | -6.7% | -11.0% |
| 6M | -20.9% | +8.1% | -29.0% | -23.4% |
| YTD | -22.3% | +9.0% | -31.3% | -25.9% |
| 1Y | -32.0% | +43.6% | -75.6% | -40.2% |
| 3Y | +262.4% | +101.4% | +161.0% | +178.8% |
| 5Y | +563.4% | -7.3% | +570.7% | +521.5% |
| 10Y | +1,120.7% | +24.6% | +1,096.1% | +939.0% |
| All | +1,002.6% | +29.0% | +973.6% | +837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling