+42.2%
LUV vs TROW
+11.3%
+30.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.1% |
| 7D | -1.0% | -3.2% | +2.2% | +1.0% |
| 30D | -12.4% | -4.6% | -7.7% | -9.9% |
| 3M | -11.0% | -0.7% | -10.3% | -11.1% |
| 6M | -5.0% | +22.2% | -27.2% | -16.4% |
| YTD | -3.8% | +6.6% | -10.4% | -8.9% |
| 1Y | +25.9% | +5.8% | +20.1% | +19.6% |
| 3Y | +42.2% | +11.6% | +30.6% | +18.2% |
| All | +42.2% | +11.3% | +30.9% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling