+58.8%
LUV vs VIK
+225.3%
-166.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.8% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | -13.4% | -18.0% | +4.6% | -4.6% |
| 3M | -9.6% | -5.8% | -3.8% | -7.1% |
| 6M | -8.9% | +17.2% | -26.1% | -16.4% |
| YTD | -5.2% | +19.1% | -24.3% | -13.5% |
| 1Y | +27.0% | +33.6% | -6.6% | +10.0% |
| All | +58.8% | +225.3% | -166.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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