+29.6%
LUV vs STZ
-10.2%
+39.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | -18.4% | -1.9% | -16.5% | -18.1% |
| 3M | -3.2% | -6.2% | +3.0% | -2.0% |
| 6M | -14.8% | -14.0% | -0.8% | -12.4% |
| YTD | -2.9% | -5.1% | +2.3% | -4.3% |
| 1Y | +29.6% | -9.6% | +39.2% | +28.2% |
| All | +29.6% | -10.2% | +39.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling