+29.6%
LUV vs STLD
+89.3%
-59.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +3.0% |
| 7D | +0.4% | +3.1% | -2.7% | -0.9% |
| 30D | -18.4% | -9.0% | -9.4% | -15.4% |
| 3M | -3.2% | -12.4% | +9.1% | +1.9% |
| 6M | -14.8% | +25.5% | -40.3% | -25.5% |
| YTD | -2.9% | +43.6% | -46.5% | -19.5% |
| 1Y | +29.6% | +87.2% | -57.6% | +1.1% |
| All | +29.6% | +89.3% | -59.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling