+39.6%
LUV vs RY
+159.6%
-120.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.7% |
| 7D | +3.1% | +2.7% | +0.4% | +0.6% |
| 30D | -17.4% | -1.0% | -16.4% | -16.7% |
| 3M | -4.9% | +7.6% | -12.5% | -11.0% |
| 6M | -5.7% | +29.5% | -35.2% | -24.8% |
| YTD | -5.2% | +24.2% | -29.3% | -21.7% |
| 1Y | +24.1% | +46.4% | -22.3% | -10.1% |
| 3Y | +39.6% | +159.4% | -119.8% | -37.5% |
| All | +39.6% | +159.6% | -120.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling