+414.3%
VUG vs LUV
+20.2%
+394.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -0.5% | -1.0% | +0.5% | -0.3% |
| 30D | -1.0% | -12.4% | +11.4% | +2.3% |
| 3M | +3.5% | -11.0% | +14.5% | +6.2% |
| 6M | +14.2% | -5.0% | +19.2% | +14.6% |
| YTD | +8.5% | -3.8% | +12.3% | +7.4% |
| 1Y | +12.9% | +25.9% | -13.0% | +3.6% |
| 3Y | +85.6% | +42.2% | +43.4% | +58.4% |
| 5Y | +78.1% | -10.8% | +88.9% | +69.9% |
| All | +414.3% | +20.2% | +394.1% | +357.9% |
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