-25.9%
STRL vs LUV
+57.3%
-83.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.8% | -28.3% | -24.2% |
| 7D | -27.1% | +6.8% | -33.8% | -29.6% |
| 30D | -45.8% | +10.9% | -56.7% | -48.7% |
| 3M | -47.6% | -4.2% | -43.4% | -46.8% |
| 6M | -46.4% | +22.1% | -68.6% | -51.9% |
| YTD | -7.4% | +13.8% | -21.2% | -18.6% |
| 1Y | -25.9% | +59.2% | -85.1% | -49.3% |
| All | -25.9% | +57.3% | -83.2% | -49.3% |
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