+292.9%
LUV vs STLA
+263.8%
+29.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.0% |
| 7D | +0.4% | +2.6% | -2.2% | -0.3% |
| 30D | -18.4% | -1.2% | -17.2% | -18.4% |
| 3M | -3.2% | -24.8% | +21.5% | +3.6% |
| 6M | -14.8% | -25.6% | +10.7% | -8.7% |
| YTD | -2.9% | -48.9% | +46.1% | +13.2% |
| 1Y | +29.6% | -38.8% | +68.4% | +42.9% |
| 3Y | +35.2% | -64.5% | +99.7% | +67.5% |
| 5Y | -11.7% | -62.4% | +50.8% | +5.6% |
| 10Y | +21.6% | +55.4% | -33.8% | +10.8% |
| All | +292.9% | +263.8% | +29.1% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling