-12.5%
LUV vs RY
+140.3%
-152.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.8% |
| 7D | +3.1% | +2.7% | +0.4% | +0.8% |
| 30D | -17.4% | -1.0% | -16.4% | -16.8% |
| 3M | -4.9% | +7.6% | -12.5% | -10.6% |
| 6M | -5.7% | +29.5% | -35.2% | -23.9% |
| YTD | -5.2% | +24.2% | -29.3% | -20.8% |
| 1Y | +24.1% | +46.4% | -22.3% | -9.0% |
| 3Y | +39.6% | +159.4% | -119.8% | -35.4% |
| 5Y | -12.5% | +141.8% | -154.3% | -57.4% |
| All | -12.5% | +140.3% | -152.8% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling