-12.0%
LUV vs STZ
-38.7%
+26.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +0.7% | -6.0% | +6.7% | +2.6% |
| 30D | -13.4% | -8.9% | -4.6% | -11.0% |
| 3M | -9.6% | -12.6% | +3.0% | -6.0% |
| 6M | -8.9% | -17.2% | +8.3% | -4.1% |
| YTD | -5.2% | -10.0% | +4.9% | -3.5% |
| 1Y | +27.0% | -14.3% | +41.3% | +31.3% |
| 3Y | +39.6% | -49.9% | +89.6% | +70.4% |
| All | -12.0% | -38.7% | +26.6% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling