+6,906.6%
STRL vs LUV
+18.6%
+6,888.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | -9.0% | -14.6% | +5.6% | -2.1% |
| 3M | -37.1% | -5.7% | -31.4% | -35.6% |
| 6M | +17.8% | -8.4% | +26.3% | +22.1% |
| YTD | +58.3% | -5.1% | +63.5% | +58.5% |
| 1Y | +61.0% | +26.6% | +34.4% | +40.3% |
| 3Y | +517.8% | +39.7% | +478.1% | +382.7% |
| 5Y | +2,119.0% | -12.0% | +2,131.1% | +2,007.7% |
| All | +6,906.6% | +18.6% | +6,888.1% | +5,732.1% |
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