+219.8%
VT vs LUV
+28.5%
+191.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.6% |
| 7D | +0.4% | +5.3% | -5.0% | -0.9% |
| 30D | -2.6% | +11.1% | -13.7% | -5.3% |
| 3M | -3.2% | -1.1% | -2.1% | -3.3% |
| 6M | +0.9% | +13.1% | -12.2% | -2.9% |
| YTD | +11.3% | +13.5% | -2.2% | +5.6% |
| 1Y | +14.0% | +45.2% | -31.2% | +1.3% |
| 3Y | +75.8% | +111.4% | -35.5% | +34.9% |
| 5Y | +57.8% | -0.9% | +58.8% | +47.0% |
| 10Y | +219.8% | +23.7% | +196.1% | +177.0% |
| All | +219.8% | +28.5% | +191.3% | +177.0% |
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 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