+17.5%
LUV vs STLA
+55.1%
-37.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.6% |
| 7D | -1.0% | -2.9% | +1.9% | +0.1% |
| 30D | -12.4% | +0.9% | -13.3% | -13.0% |
| 3M | -11.0% | -21.6% | +10.6% | -3.5% |
| 6M | -5.0% | -21.6% | +16.6% | +2.8% |
| YTD | -3.8% | -50.4% | +46.6% | +21.0% |
| 1Y | +25.9% | -43.6% | +69.5% | +48.8% |
| 3Y | +42.2% | -66.4% | +108.6% | +96.5% |
| 5Y | -10.8% | -62.3% | +51.5% | +13.1% |
| All | +17.5% | +55.1% | -37.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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