-12.3%
LUV vs VEEV
-13.7%
+1.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -1.0% | -4.6% | +3.7% | -0.1% |
| 30D | -12.4% | +8.6% | -21.0% | -14.1% |
| 3M | -11.0% | +62.4% | -73.4% | -20.0% |
| 6M | -5.0% | +40.3% | -45.2% | -12.2% |
| YTD | -3.8% | +17.5% | -21.3% | -8.1% |
| 1Y | +25.9% | -6.1% | +32.0% | +25.9% |
| 3Y | +42.2% | +16.7% | +25.6% | +32.2% |
| All | -12.3% | -13.7% | +1.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 5y: compounded portfolio wealth divided by compounded VEEV 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…
5y analysis · Full analysis span regression · 6 months rolling