-31.3%
LDOS vs ARMK
+42.9%
-74.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.5% | +7.1% | -10.6% | -3.5% |
| 30D | +9.5% | -1.6% | +11.2% | +9.5% |
| 3M | -6.3% | -10.5% | +4.2% | -5.8% |
| 6M | +2.8% | +11.8% | -9.0% | +1.2% |
| YTD | -26.6% | +47.3% | -73.9% | -32.6% |
| 1Y | -31.3% | +41.5% | -72.8% | -36.4% |
| All | -31.3% | +42.9% | -74.2% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling