+222.3%
VT vs LUV
+13.6%
+208.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +1.0% | +3.1% | -2.1% | +0.2% |
| 30D | -0.2% | -17.4% | +17.2% | +4.5% |
| 3M | +4.5% | -4.9% | +9.4% | +5.4% |
| 6M | +14.1% | -5.7% | +19.8% | +14.7% |
| YTD | +14.8% | -5.2% | +19.9% | +14.1% |
| 1Y | +21.2% | +24.1% | -2.9% | +11.8% |
| 3Y | +76.6% | +39.6% | +37.0% | +51.7% |
| 5Y | +66.6% | -12.5% | +79.1% | +59.6% |
| 10Y | +222.3% | +12.9% | +209.3% | +178.4% |
| All | +222.3% | +13.6% | +208.7% | +178.4% |
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