+3,667.9%
STRL vs LUV
+15.9%
+3,652.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | +15.7% | +1.1% | +14.5% | +15.3% |
| 30D | -35.5% | +14.2% | -49.7% | -40.0% |
| 3M | -47.1% | +0.6% | -47.8% | -47.8% |
| 6M | -65.8% | +15.1% | -80.8% | -68.5% |
| YTD | -4.5% | +10.2% | -14.7% | -11.7% |
| 1Y | -10.5% | +38.4% | -48.9% | -25.8% |
| 3Y | +340.6% | +107.5% | +233.1% | +180.5% |
| 5Y | +911.0% | +1.1% | +909.9% | +796.3% |
| All | +3,667.9% | +15.9% | +3,652.0% | +2,955.2% |
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 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