-14.4%
LUV vs STT
+158.4%
-172.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | -13.4% | +2.8% | -16.2% | -14.7% |
| 3M | -9.6% | +18.1% | -27.7% | -17.6% |
| 6M | -8.9% | +59.2% | -68.1% | -29.5% |
| YTD | -5.2% | +51.5% | -56.6% | -24.7% |
| 1Y | +27.0% | +75.7% | -48.6% | -6.9% |
| 3Y | +39.6% | +200.8% | -161.1% | -22.1% |
| 5Y | -14.4% | +155.8% | -170.2% | -50.7% |
| All | -14.4% | +158.4% | -172.8% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling