+710.1%
VTV vs LUV
+206.0%
+504.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -0.1% | -1.9% | -2.0% |
| 30D | -1.3% | -14.6% | +13.3% | +3.2% |
| 3M | +5.6% | -5.7% | +11.3% | +6.8% |
| 6M | +12.4% | -8.4% | +20.8% | +13.7% |
| YTD | +17.6% | -5.1% | +22.8% | +16.6% |
| 1Y | +23.5% | +26.6% | -3.1% | +11.6% |
| 3Y | +67.0% | +39.7% | +27.3% | +39.9% |
| 5Y | +80.5% | -12.0% | +92.6% | +69.8% |
| 10Y | +230.6% | +17.3% | +213.3% | +162.1% |
| All | +710.1% | +206.0% | +504.1% | +276.3% |
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