+4,331.1%
LUV vs TROW
+14,151.0%
-9,819.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.1% | -3.0% | +2.9% | +1.0% |
| 30D | -14.6% | -5.5% | -9.2% | -12.9% |
| 3M | -5.7% | +2.3% | -8.0% | -6.6% |
| 6M | -8.4% | +23.9% | -32.4% | -15.3% |
| YTD | -5.1% | +7.9% | -13.0% | -8.1% |
| 1Y | +26.6% | +6.1% | +20.5% | +23.4% |
| 3Y | +39.7% | +13.8% | +25.9% | +32.4% |
| 5Y | -12.0% | -38.2% | +26.2% | +1.2% |
| 10Y | +17.3% | +131.3% | -114.0% | -13.8% |
| All | +4,331.1% | +14,151.0% | -9,819.9% | +893.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling