+15.8%
LUV vs RY
+379.4%
-363.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +1.0% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | -13.4% | -1.9% | -11.6% | -12.0% |
| 3M | -9.6% | +5.1% | -14.7% | -13.6% |
| 6M | -8.9% | +28.2% | -37.1% | -26.9% |
| YTD | -5.2% | +22.9% | -28.0% | -20.9% |
| 1Y | +27.0% | +45.5% | -18.4% | -8.6% |
| 3Y | +39.6% | +156.7% | -117.1% | -40.0% |
| 5Y | -14.4% | +137.7% | -152.1% | -61.0% |
| All | +15.8% | +379.4% | -363.6% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling