-12.0%
LUV vs STLA
-63.6%
+51.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -13.4% | -5.2% | -8.3% | -12.1% |
| 3M | -9.6% | -24.9% | +15.3% | -0.9% |
| 6M | -8.9% | -25.2% | +16.3% | -0.2% |
| YTD | -5.2% | -51.4% | +46.3% | +18.8% |
| 1Y | +27.0% | -40.7% | +67.7% | +45.2% |
| 3Y | +39.6% | -66.3% | +105.9% | +87.1% |
| All | -12.0% | -63.6% | +51.6% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling