+5,046.9%
LUV vs STT
+6,607.8%
-1,560.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.1% | +4.8% | -3.7% | -0.6% |
| 30D | +14.2% | +3.9% | +10.3% | +12.7% |
| 3M | +0.6% | -8.2% | +8.8% | +3.9% |
| 6M | +15.1% | +15.6% | -0.5% | +9.1% |
| YTD | +10.2% | +37.6% | -27.4% | -2.1% |
| 1Y | +38.4% | +50.1% | -11.7% | +19.2% |
| 3Y | +107.5% | +183.1% | -75.6% | +42.1% |
| 5Y | +1.1% | +104.8% | -103.7% | -24.0% |
| 10Y | +16.0% | +201.9% | -185.8% | -26.1% |
| All | +5,046.9% | +6,607.8% | -1,560.9% | +717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling