+4,437.6%
LUV vs STT
+7,372.9%
-2,935.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -18.4% | +3.9% | -22.3% | -19.6% |
| 3M | -3.2% | +20.0% | -23.2% | -9.6% |
| 6M | -14.8% | +55.3% | -70.2% | -27.6% |
| YTD | -2.9% | +53.3% | -56.2% | -17.1% |
| 1Y | +29.6% | +74.7% | -45.1% | +5.3% |
| 3Y | +35.2% | +205.8% | -170.6% | -10.2% |
| 5Y | -11.7% | +145.0% | -156.7% | -38.0% |
| 10Y | +21.6% | +266.0% | -244.4% | -27.7% |
| All | +4,437.6% | +7,372.9% | -2,935.3% | +592.0% |
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