+851.2%
LUV vs STLD
+8,684.3%
-7,833.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.7% |
| 7D | +0.4% | +3.1% | -2.7% | -0.3% |
| 30D | -18.4% | -9.0% | -9.4% | -16.7% |
| 3M | -3.2% | -12.4% | +9.1% | -0.5% |
| 6M | -14.8% | +25.5% | -40.3% | -19.6% |
| YTD | -2.9% | +43.6% | -46.5% | -11.2% |
| 1Y | +29.6% | +87.2% | -57.6% | +11.0% |
| 3Y | +35.2% | +135.2% | -100.0% | +8.4% |
| 5Y | -11.7% | +290.9% | -302.5% | -38.7% |
| 10Y | +21.6% | +1,113.5% | -1,091.9% | -36.7% |
| All | +851.2% | +8,684.3% | -7,833.1% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling