+314.7%
ARMK vs LUMN
-52.1%
+366.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.2% | +3.0% |
| 7D | +3.1% | +2.5% | +0.6% | +2.9% |
| 30D | -2.8% | +10.3% | -13.1% | -3.8% |
| 3M | +7.6% | -18.3% | +25.8% | +9.3% |
| 6M | +47.9% | +4.4% | +43.5% | +46.0% |
| YTD | +60.0% | -10.7% | +70.7% | +58.8% |
| 1Y | +52.2% | +14.0% | +38.3% | +45.2% |
| 3Y | +131.4% | +406.6% | -275.2% | +54.4% |
| 5Y | +163.2% | -36.8% | +200.0% | +164.2% |
| 10Y | +144.8% | -56.2% | +201.0% | +134.4% |
| All | +314.7% | -52.1% | +366.8% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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