+440.9%
LUV vs VIVK
-100.0%
+540.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -0.1% | -9.5% | +9.4% | -0.1% |
| 30D | -14.6% | -35.1% | +20.5% | -14.6% |
| 3M | -5.7% | -93.4% | +87.7% | -5.5% |
| 6M | -8.4% | -98.0% | +89.5% | -8.2% |
| YTD | -5.1% | -97.9% | +92.7% | -4.9% |
| 1Y | +26.6% | -100.0% | +126.6% | +27.3% |
| 3Y | +39.7% | -100.0% | +139.7% | +40.3% |
| 5Y | -12.0% | -100.0% | +88.0% | -11.6% |
| 10Y | +17.3% | -100.0% | +117.3% | +17.2% |
| All | +440.9% | -100.0% | +540.9% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling