+17.5%
LUV vs TROW
+130.0%
-112.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.1% |
| 7D | -1.0% | -3.2% | +2.2% | +0.8% |
| 30D | -12.4% | -4.6% | -7.7% | -10.1% |
| 3M | -11.0% | -0.7% | -10.3% | -11.0% |
| 6M | -5.0% | +22.2% | -27.2% | -15.3% |
| YTD | -3.8% | +6.6% | -10.4% | -8.1% |
| 1Y | +25.9% | +5.8% | +20.1% | +20.8% |
| 3Y | +42.2% | +11.6% | +30.6% | +30.1% |
| 5Y | -10.8% | -38.9% | +28.2% | +10.6% |
| All | +17.5% | +130.0% | -112.6% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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