+315.5%
ARM vs LUV
+41.9%
+273.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +12.5% | +0.7% | +11.9% | +12.1% |
| 30D | -1.4% | -13.4% | +12.1% | +5.6% |
| 3M | -18.7% | -9.6% | -9.1% | -14.7% |
| 6M | +124.6% | -8.9% | +133.5% | +133.0% |
| YTD | +141.7% | -5.2% | +146.9% | +142.9% |
| 1Y | +87.7% | +27.0% | +60.6% | +61.7% |
| All | +315.5% | +41.9% | +273.6% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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