+42.2%
LUV vs VIVK
-100.0%
+142.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.8% | +1.4% |
| 7D | -1.0% | -4.4% | +3.4% | -1.0% |
| 30D | -12.4% | -40.8% | +28.5% | -12.4% |
| 3M | -11.0% | -94.1% | +83.2% | -10.5% |
| 6M | -5.0% | -98.2% | +93.2% | -4.3% |
| YTD | -3.8% | -98.0% | +94.2% | -3.1% |
| 1Y | +25.9% | -100.0% | +125.9% | +29.8% |
| 3Y | +42.2% | -100.0% | +142.2% | +36.4% |
| All | +42.2% | -100.0% | +142.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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