-14.4%
LUV vs ARMK
+146.8%
-161.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | +0.7% | +0.3% | +0.3% | +0.4% |
| 30D | -13.4% | +2.4% | -15.8% | -14.8% |
| 3M | -9.6% | +6.1% | -15.6% | -12.9% |
| 6M | -8.9% | +41.8% | -50.7% | -25.9% |
| YTD | -5.2% | +55.5% | -60.7% | -27.3% |
| 1Y | +27.0% | +49.6% | -22.5% | -0.6% |
| 3Y | +39.6% | +122.8% | -83.1% | -17.6% |
| 5Y | -14.4% | +151.0% | -165.4% | -55.5% |
| All | -14.4% | +146.8% | -161.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 5y: compounded portfolio wealth divided by compounded ARMK 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…
5y analysis · Full analysis span regression · 6 months rolling