+20.2%
LUV vs STLD
+804.7%
-784.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | -1.3% |
| 7D | +6.6% | -4.7% | +11.3% | +8.3% |
| 30D | +11.2% | -0.9% | +12.1% | +11.2% |
| 3M | +3.6% | -11.9% | +15.5% | +7.7% |
| 6M | +13.1% | +0.9% | +12.2% | +11.3% |
| YTD | +13.6% | +40.4% | -26.8% | -1.2% |
| 1Y | +44.4% | +56.6% | -12.2% | +20.8% |
| 3Y | +113.2% | +125.5% | -12.3% | +52.5% |
| 5Y | +1.5% | +292.8% | -291.3% | -44.0% |
| 10Y | +20.2% | +787.1% | -766.9% | -55.4% |
| All | +20.2% | +804.7% | -784.5% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling