+15.8%
LUV vs RY
+377.5%
-361.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +2.5% |
| 30D | -14.6% | -2.0% | -12.6% | -13.1% |
| 3M | -5.7% | +4.9% | -10.6% | -9.7% |
| 6M | -8.4% | +26.1% | -34.6% | -25.4% |
| YTD | -5.1% | +22.4% | -27.5% | -20.6% |
| 1Y | +26.6% | +44.7% | -18.2% | -8.6% |
| 3Y | +39.7% | +155.7% | -116.0% | -39.8% |
| 5Y | -12.0% | +137.7% | -149.7% | -60.0% |
| All | +15.8% | +377.5% | -361.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling