+31.2%
VCIT vs LUV
+28.5%
+2.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.1% |
| 7D | +0.7% | +5.3% | -4.6% | +0.5% |
| 30D | +1.8% | +11.1% | -9.3% | +1.4% |
| 3M | -1.1% | -1.1% | 0.0% | -1.1% |
| 6M | -1.7% | +13.1% | -14.8% | -2.2% |
| YTD | -1.1% | +13.5% | -14.7% | -1.9% |
| 1Y | -0.4% | +45.2% | -45.6% | -2.0% |
| 3Y | +20.5% | +111.4% | -90.9% | +16.2% |
| 5Y | +3.8% | -0.9% | +4.7% | +2.4% |
| 10Y | +31.2% | +23.7% | +7.5% | +27.1% |
| All | +31.2% | +28.5% | +2.8% | +27.1% |
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