+1,749.9%
LUV vs STZ
+9,621.1%
-7,871.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 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% | -12.3% |
| YTD | -2.9% | -5.1% | +2.3% | -2.4% |
| 1Y | +29.6% | -9.6% | +39.2% | +31.5% |
| 3Y | +35.2% | -47.2% | +82.4% | +52.3% |
| 5Y | -11.7% | -33.6% | +21.9% | -5.5% |
| 10Y | +21.6% | -9.8% | +31.3% | +21.4% |
| All | +1,749.9% | +9,621.1% | -7,871.2% | +880.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling