+3,343.4%
STX vs LUV
+20.2%
+3,323.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.2% |
| 7D | -2.3% | -1.0% | -1.3% | -2.0% |
| 30D | -5.5% | -12.4% | +6.9% | -1.4% |
| 3M | -4.3% | -11.0% | +6.7% | -1.3% |
| 6M | +115.6% | -5.0% | +120.6% | +116.6% |
| YTD | +202.2% | -3.8% | +206.0% | +199.1% |
| 1Y | +325.3% | +25.9% | +299.4% | +282.4% |
| 3Y | +1,283.9% | +42.2% | +1,241.7% | +1,043.6% |
| 5Y | +1,048.3% | -10.8% | +1,059.1% | +989.6% |
| All | +3,343.4% | +20.2% | +3,323.2% | +2,864.7% |
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