+40.2%
LUV vs ARWR
+173.2%
-132.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | +0.7% | -3.2% | +3.9% | +1.2% |
| 30D | -13.4% | -6.5% | -7.0% | -12.6% |
| 3M | -9.6% | +12.7% | -22.3% | -11.8% |
| 6M | -8.9% | +36.2% | -45.1% | -14.1% |
| YTD | -5.2% | +24.5% | -29.6% | -9.5% |
| 1Y | +27.0% | +198.0% | -170.9% | +5.2% |
| All | +40.2% | +173.2% | -132.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling