+99.6%
STM vs LUV
+24.6%
+75.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | -1.0% | -18.4% | +17.4% | +6.3% |
| 3M | -33.3% | -3.2% | -30.0% | -31.5% |
| 6M | +57.4% | -14.8% | +72.2% | +63.3% |
| YTD | +102.2% | -2.9% | +105.0% | +102.4% |
| 1Y | +99.6% | +29.6% | +70.0% | +71.5% |
| All | +99.6% | +24.6% | +75.0% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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