+296.4%
ARM vs LUV
+45.3%
+251.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.6% | +2.8% |
| 7D | +5.5% | +0.4% | +5.0% | +5.2% |
| 30D | -8.2% | -18.4% | +10.2% | +1.1% |
| 3M | -35.9% | -3.2% | -32.7% | -35.1% |
| 6M | +103.1% | -14.8% | +118.0% | +116.5% |
| YTD | +130.6% | -2.9% | +133.5% | +129.2% |
| 1Y | +86.1% | +29.6% | +56.5% | +58.9% |
| All | +296.4% | +45.3% | +251.1% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling