+199.6%
ARM vs LUV
+64.9%
+134.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | +9.1% | +1.1% | +8.0% | +8.6% |
| 30D | -19.9% | +14.2% | -34.2% | -25.2% |
| 3M | -31.6% | +0.6% | -32.2% | -31.9% |
| 6M | -13.9% | +15.1% | -28.9% | -19.7% |
| YTD | +74.3% | +10.2% | +64.1% | +63.0% |
| 1Y | +35.8% | +38.4% | -2.7% | +13.2% |
| 3Y | +268.6% | +107.5% | +161.1% | +116.4% |
| All | +199.6% | +64.9% | +134.8% | +93.2% |
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