+918.2%
LUV vs RY
+11,573.6%
-10,655.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.7% |
| 7D | +0.4% | +3.1% | -2.7% | -1.2% |
| 30D | -18.4% | -0.3% | -18.1% | -18.3% |
| 3M | -3.2% | +8.7% | -11.9% | -7.3% |
| 6M | -14.8% | +28.5% | -43.4% | -25.1% |
| YTD | -2.9% | +25.1% | -28.0% | -13.3% |
| 1Y | +29.6% | +46.3% | -16.7% | +6.7% |
| 3Y | +35.2% | +154.9% | -119.7% | -16.3% |
| 5Y | -11.7% | +140.3% | -152.0% | -43.6% |
| 10Y | +21.6% | +377.0% | -355.5% | -42.6% |
| All | +918.2% | +11,573.6% | -10,655.5% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling