+107.5%
LUV vs STT
+182.6%
-75.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.1% | +4.8% | -3.7% | -2.2% |
| 30D | +14.2% | +3.9% | +10.3% | +11.2% |
| 3M | +0.6% | -8.2% | +8.8% | +6.9% |
| 6M | +15.1% | +15.6% | -0.5% | +3.1% |
| YTD | +10.2% | +37.6% | -27.4% | -13.6% |
| 1Y | +38.4% | +50.1% | -11.7% | +1.9% |
| 3Y | +107.5% | +183.1% | -75.6% | -7.2% |
| All | +107.5% | +182.6% | -75.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling