+21.1%
STM vs LUV
-12.1%
+33.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | -5.2% | -13.4% | +8.3% | +1.3% |
| 3M | -29.6% | -9.6% | -20.0% | -26.0% |
| 6M | +54.4% | -8.9% | +63.3% | +60.1% |
| YTD | +99.5% | -5.2% | +104.7% | +98.0% |
| 1Y | +100.8% | +27.0% | +73.7% | +71.5% |
| 3Y | +20.2% | +39.6% | -19.5% | -5.9% |
| 5Y | +21.1% | -14.4% | +35.6% | +12.7% |
| All | +21.1% | -12.1% | +33.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling