+1,015.9%
LUV vs STLD
+8,593.6%
-7,577.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +14.0% | -0.1% | +14.1% | +13.8% |
| 3M | +2.6% | -9.2% | +11.7% | +4.5% |
| 6M | +17.3% | +1.8% | +15.5% | +16.0% |
| YTD | +14.0% | +42.1% | -28.2% | +4.0% |
| 1Y | +47.9% | +58.5% | -10.6% | +31.6% |
| 3Y | +114.0% | +128.2% | -14.3% | +72.5% |
| 5Y | +3.2% | +288.2% | -285.1% | -28.3% |
| 10Y | +20.0% | +799.8% | -779.8% | -33.7% |
| All | +1,015.9% | +8,593.6% | -7,577.7% | +233.6% |
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