+95.8%
VCIT vs LUV
+500.5%
-404.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.0% | +14.0% | -13.0% | +0.7% |
| 3M | -1.4% | +2.6% | -4.0% | -1.5% |
| 6M | -2.1% | +17.3% | -19.4% | -2.5% |
| YTD | -1.8% | +14.0% | -15.8% | -2.2% |
| 1Y | -1.4% | +47.9% | -49.3% | -2.3% |
| 3Y | +19.3% | +114.0% | -94.7% | +16.9% |
| 5Y | +4.1% | +3.2% | +1.0% | +3.1% |
| 10Y | +30.9% | +20.0% | +10.9% | +28.8% |
| All | +95.8% | +500.5% | -404.7% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling