+258.8%
LDOS vs ARMK
+114.2%
+144.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.0% |
| 7D | -3.7% | -10.2% | +6.5% | -1.4% |
| 30D | +16.4% | -9.3% | +25.7% | +18.7% |
| 3M | +7.4% | -11.4% | +18.8% | +9.9% |
| 6M | -0.3% | +11.6% | -11.9% | -3.5% |
| YTD | -24.0% | +37.5% | -61.5% | -30.2% |
| 1Y | -29.6% | +34.9% | -64.5% | -35.1% |
| 3Y | +35.1% | +83.4% | -48.3% | +14.1% |
| 5Y | +52.9% | +87.9% | -35.0% | +26.1% |
| All | +258.8% | +114.2% | +144.6% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling