+39.6%
LUV vs STLD
+141.4%
-101.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +3.1% | +2.7% | +0.5% | +2.1% |
| 30D | -17.4% | -8.4% | -9.0% | -14.9% |
| 3M | -4.9% | -9.9% | +5.0% | -1.7% |
| 6M | -5.7% | +33.0% | -38.7% | -16.4% |
| YTD | -5.2% | +42.6% | -47.8% | -18.1% |
| 1Y | +24.1% | +80.8% | -56.6% | -1.5% |
| 3Y | +39.6% | +143.4% | -103.8% | +4.7% |
| All | +39.6% | +141.4% | -101.8% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling