+143.8%
LUV vs ARMK
+350.8%
-207.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.6% |
| 7D | +0.4% | -2.4% | +2.8% | +1.4% |
| 30D | -18.4% | 0.0% | -18.4% | -18.5% |
| 3M | -3.2% | +6.7% | -9.9% | -5.8% |
| 6M | -14.8% | +38.8% | -53.7% | -25.6% |
| YTD | -2.9% | +55.2% | -58.0% | -19.0% |
| 1Y | +29.6% | +46.6% | -17.0% | +10.4% |
| 3Y | +35.2% | +112.9% | -77.7% | -1.8% |
| 5Y | -11.7% | +144.0% | -155.6% | -39.2% |
| 10Y | +21.6% | +132.4% | -110.8% | -10.5% |
| All | +143.8% | +350.8% | -207.1% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling