+644.6%
STM vs LUV
+18.6%
+626.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | -0.1% | -0.9% | -1.0% |
| 30D | -7.8% | -14.6% | +6.8% | -1.0% |
| 3M | -28.2% | -5.7% | -22.5% | -26.0% |
| 6M | +52.0% | -8.4% | +60.4% | +57.1% |
| YTD | +96.4% | -5.1% | +101.5% | +95.1% |
| 1Y | +98.8% | +26.6% | +72.2% | +71.9% |
| 3Y | +18.3% | +39.7% | -21.4% | -5.7% |
| 5Y | +17.7% | -12.0% | +29.7% | +12.9% |
| All | +644.6% | +18.6% | +626.0% | +564.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling