+113.0%
VWO vs LUV
+20.2%
+92.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | -0.1% | -12.4% | +12.3% | +2.7% |
| 3M | +2.2% | -11.0% | +13.2% | +4.5% |
| 6M | +8.8% | -5.0% | +13.7% | +9.2% |
| YTD | +12.4% | -3.8% | +16.2% | +11.6% |
| 1Y | +15.6% | +25.9% | -10.3% | +7.6% |
| 3Y | +62.5% | +42.2% | +20.3% | +42.0% |
| 5Y | +34.3% | -10.8% | +45.0% | +28.7% |
| All | +113.0% | +20.2% | +92.8% | +84.7% |
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