+165.8%
VXUS vs LUV
+320.1%
-154.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | -1.1% | +14.2% | -15.4% | -4.5% |
| 3M | -5.6% | +0.6% | -6.2% | -6.0% |
| 6M | -2.3% | +15.1% | -17.3% | -6.3% |
| YTD | +10.4% | +10.2% | +0.2% | +5.7% |
| 1Y | +13.1% | +38.4% | -25.4% | +2.0% |
| 3Y | +68.0% | +107.5% | -39.5% | +30.3% |
| 5Y | +45.8% | +1.1% | +44.7% | +34.9% |
| 10Y | +144.7% | +16.0% | +128.6% | +101.7% |
| All | +165.8% | +320.1% | -154.3% | +16.2% |
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