+42.2%
LUV vs VICR
+209.3%
-167.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | -0.3% |
| 7D | -1.0% | +5.0% | -5.9% | -1.8% |
| 30D | -12.4% | -12.5% | +0.1% | -10.9% |
| 3M | -11.0% | -33.6% | +22.6% | -7.1% |
| 6M | -5.0% | +10.7% | -15.6% | -11.1% |
| YTD | -3.8% | +80.6% | -84.4% | -17.0% |
| 1Y | +25.9% | +288.4% | -262.4% | -5.8% |
| 3Y | +42.2% | +213.8% | -171.6% | +0.2% |
| All | +42.2% | +209.3% | -167.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling