+311.3%
ARM vs LUV
+41.9%
+269.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.9% |
| 7D | +11.4% | +3.1% | +8.3% | +9.7% |
| 30D | -7.4% | -17.4% | +10.0% | +1.4% |
| 3M | -24.5% | -4.9% | -19.6% | -22.9% |
| 6M | +128.7% | -5.7% | +134.4% | +133.7% |
| YTD | +139.3% | -5.2% | +144.4% | +140.4% |
| 1Y | +88.0% | +24.1% | +63.8% | +63.9% |
| All | +311.3% | +41.9% | +269.4% | +185.0% |
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