+21.1%
STM vs LUV
+39.7%
-18.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | +5.2% | +3.1% | +2.1% | +3.8% |
| 30D | -7.4% | -17.4% | +10.1% | +0.7% |
| 3M | -30.6% | -4.9% | -25.8% | -28.7% |
| 6M | +66.4% | -5.7% | +72.1% | +70.1% |
| YTD | +101.1% | -5.2% | +106.3% | +99.9% |
| 1Y | +97.4% | +24.1% | +73.2% | +70.6% |
| 3Y | +21.1% | +39.6% | -18.5% | -9.2% |
| All | +21.1% | +39.7% | -18.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling