+404.6%
VIAV vs LUV
+20.2%
+384.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | +11.2% | -1.0% | +12.1% | +11.4% |
| 30D | -10.1% | -12.4% | +2.2% | -6.1% |
| 3M | -22.9% | -11.0% | -11.9% | -20.1% |
| 6M | +28.8% | -5.0% | +33.8% | +29.8% |
| YTD | +117.5% | -3.8% | +121.2% | +117.9% |
| 1Y | +216.1% | +25.9% | +190.2% | +189.5% |
| 3Y | +292.2% | +42.2% | +250.0% | +229.5% |
| 5Y | +141.0% | -10.8% | +151.8% | +130.6% |
| All | +404.6% | +20.2% | +384.3% | +328.4% |
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