+17.5%
LUV vs STZ
-11.3%
+28.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.9% |
| 7D | -1.0% | -4.5% | +3.5% | +0.8% |
| 30D | -12.4% | -8.6% | -3.8% | -9.3% |
| 3M | -11.0% | -13.8% | +2.8% | -6.0% |
| 6M | -5.0% | -17.2% | +12.2% | +1.4% |
| YTD | -3.8% | -9.4% | +5.6% | -1.7% |
| 1Y | +25.9% | -11.9% | +37.8% | +30.0% |
| 3Y | +42.2% | -49.6% | +91.8% | +81.5% |
| 5Y | -10.8% | -37.2% | +26.4% | +1.5% |
| All | +17.5% | -11.3% | +28.8% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling