+345.6%
LUV vs STLA
+150.0%
+195.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.1% | -13.8% | +14.9% | +5.0% |
| 30D | +14.2% | -10.5% | +24.8% | +17.3% |
| 3M | +0.6% | -28.9% | +29.5% | +9.0% |
| 6M | +15.1% | -49.7% | +64.8% | +36.0% |
| YTD | +10.2% | -64.9% | +75.1% | +40.7% |
| 1Y | +38.4% | -64.0% | +102.5% | +75.4% |
| 3Y | +107.5% | -77.4% | +184.9% | +187.2% |
| 5Y | +1.1% | -74.4% | +75.5% | +32.9% |
| 10Y | +16.0% | -6.4% | +22.4% | +17.9% |
| All | +345.6% | +150.0% | +195.7% | +293.0% |
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