+17.3%
LUV vs STLD
+1,092.9%
-1,075.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.7% | -2.8% | +3.5% | +1.7% |
| 30D | -13.4% | -10.4% | -3.1% | -10.1% |
| 3M | -9.6% | -10.6% | +1.0% | -6.5% |
| 6M | -8.9% | +32.7% | -41.6% | -18.4% |
| YTD | -5.2% | +42.8% | -48.0% | -17.4% |
| 1Y | +27.0% | +86.9% | -59.9% | +0.2% |
| 3Y | +39.6% | +143.8% | -104.2% | -2.3% |
| 5Y | -14.4% | +293.5% | -307.9% | -52.6% |
| 10Y | +17.3% | +1,122.7% | -1,105.4% | -58.3% |
| All | +17.3% | +1,092.9% | -1,075.6% | -58.3% |
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