+29.8%
VCIT vs LUV
+13.2%
+16.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | +0.7% | -0.8% | -0.2% |
| 30D | -0.5% | -13.4% | +12.9% | 0.0% |
| 3M | -0.9% | -9.6% | +8.7% | -0.6% |
| 6M | -1.9% | -8.9% | +7.0% | -1.8% |
| YTD | -1.0% | -5.2% | +4.2% | -1.0% |
| 1Y | +0.2% | +27.0% | -26.8% | -0.9% |
| 3Y | +19.0% | +39.6% | -20.6% | +16.6% |
| 5Y | +3.1% | -14.4% | +17.5% | +2.3% |
| 10Y | +29.8% | +17.3% | +12.5% | +25.6% |
| All | +29.8% | +13.2% | +16.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling