-12.5%
LUV vs STLD
+291.8%
-304.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +3.1% | +2.7% | +0.5% | +2.2% |
| 30D | -17.4% | -8.4% | -9.0% | -15.2% |
| 3M | -4.9% | -9.9% | +5.0% | -2.1% |
| 6M | -5.7% | +33.0% | -38.7% | -14.7% |
| YTD | -5.2% | +42.6% | -47.8% | -16.1% |
| 1Y | +24.1% | +80.8% | -56.6% | +2.0% |
| 3Y | +39.6% | +143.4% | -103.8% | +3.7% |
| 5Y | -12.5% | +293.4% | -305.9% | -43.1% |
| All | -12.5% | +291.8% | -304.3% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling