+219.2%
VT vs LUV
+23.0%
+196.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +6.6% | -6.7% | -1.7% |
| 30D | -3.1% | +11.2% | -14.2% | -5.7% |
| 3M | -3.5% | +3.6% | -7.1% | -4.6% |
| 6M | +0.5% | +13.1% | -12.7% | -3.3% |
| YTD | +10.8% | +13.6% | -2.8% | +5.1% |
| 1Y | +11.9% | +44.4% | -32.5% | -0.5% |
| 3Y | +73.0% | +113.2% | -40.2% | +32.3% |
| 5Y | +58.6% | +1.5% | +57.1% | +46.8% |
| 10Y | +219.2% | +20.2% | +199.0% | +175.7% |
| All | +219.2% | +23.0% | +196.2% | +175.7% |
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