+349.1%
VT vs LUV
+277.1%
+72.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | +4.8% | -7.1% | -3.7% |
| 30D | -5.0% | +6.5% | -11.5% | -6.9% |
| 3M | -4.9% | -4.9% | 0.0% | -3.8% |
| 6M | -1.5% | +8.1% | -9.6% | -4.7% |
| YTD | +8.5% | +9.0% | -0.5% | +3.1% |
| 1Y | +11.4% | +43.6% | -32.2% | -3.0% |
| 3Y | +70.1% | +101.4% | -31.3% | +26.5% |
| 5Y | +53.7% | -7.3% | +61.0% | +43.6% |
| 10Y | +220.0% | +24.6% | +195.3% | +146.5% |
| All | +349.1% | +277.1% | +72.0% | +101.4% |
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 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