+2,133.0%
STRL vs LUV
-13.6%
+2,146.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.2% |
| 7D | +10.1% | +3.1% | +7.0% | +8.7% |
| 30D | -8.2% | -17.4% | +9.2% | -0.6% |
| 3M | -43.7% | -4.9% | -38.8% | -42.8% |
| 6M | +27.1% | -5.7% | +32.8% | +29.6% |
| YTD | +64.0% | -5.2% | +69.2% | +64.1% |
| 1Y | +75.2% | +24.1% | +51.0% | +56.9% |
| 3Y | +539.9% | +39.6% | +500.3% | +417.2% |
| 5Y | +2,133.0% | -12.5% | +2,145.5% | +2,012.8% |
| All | +2,133.0% | -13.6% | +2,146.6% | +2,012.8% |
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