I think style drift is the differences between the original investment strategy (predetermined sector weights, risks, positions...etc) versus what is the portfolio holding now. Measuring return, then rebalance / strategy changes need to be included. If these information is available, then Q1 could be answer.

Luck is very difficult to measure and probably impossible to calculate in the short run. However, luck doesn’t last forever. Thus, I think luck maybe calculable in the long run (using the style drift definition). This leads to another question, what time frame should be consider as short run? Maybe someone else can answer that.