+17.5%
LUV vs STT
+271.9%
-254.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | -1.0% | -0.4% | -0.5% | -0.7% |
| 30D | -12.4% | +1.7% | -14.1% | -13.2% |
| 3M | -11.0% | +17.9% | -28.9% | -18.9% |
| 6M | -5.0% | +55.3% | -60.3% | -25.6% |
| YTD | -3.8% | +52.7% | -56.4% | -24.1% |
| 1Y | +25.9% | +75.7% | -49.7% | -8.2% |
| 3Y | +42.2% | +197.9% | -155.7% | -22.2% |
| 5Y | -10.8% | +158.8% | -169.5% | -49.9% |
| All | +17.5% | +271.9% | -254.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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