+187.3%
LUV vs VEEV
+586.3%
-399.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.3% |
| 7D | +0.7% | -7.1% | +7.7% | +1.8% |
| 30D | -13.4% | +11.1% | -24.6% | -15.1% |
| 3M | -9.6% | +55.5% | -65.1% | -16.2% |
| 6M | -8.9% | +33.4% | -42.3% | -13.7% |
| YTD | -5.2% | +16.8% | -22.0% | -8.6% |
| 1Y | +27.0% | -7.7% | +34.8% | +26.9% |
| 3Y | +39.6% | +18.4% | +21.3% | +32.2% |
| 5Y | -14.4% | -14.8% | +0.4% | -17.2% |
| 10Y | +17.3% | +546.5% | -529.2% | -20.3% |
| All | +187.3% | +586.3% | -399.0% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling