+357.9%
STRL vs LUV
+118.3%
+239.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +7.1% | +0.1% | +7.0% | +7.4% |
| 30D | -39.4% | +14.0% | -53.4% | -42.8% |
| 3M | -43.0% | +2.6% | -45.6% | -43.9% |
| 6M | -65.0% | +17.3% | -82.3% | -67.5% |
| YTD | -0.8% | +14.0% | -14.7% | -8.3% |
| 1Y | -20.3% | +47.9% | -68.2% | -33.0% |
| All | +357.9% | +118.3% | +239.6% | +212.4% |
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