+484.9%
LDOS vs ARMK
+299.4%
+185.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.0% |
| 7D | -3.7% | -10.2% | +6.5% | -1.3% |
| 30D | +16.4% | -9.3% | +25.7% | +18.8% |
| 3M | +7.4% | -11.4% | +18.8% | +10.1% |
| 6M | -0.3% | +11.6% | -11.9% | -3.7% |
| YTD | -24.0% | +37.5% | -61.5% | -30.5% |
| 1Y | -29.6% | +34.9% | -64.5% | -35.3% |
| 3Y | +35.1% | +83.4% | -48.3% | +13.3% |
| 5Y | +52.9% | +87.9% | -35.0% | +25.0% |
| 10Y | +262.2% | +117.0% | +145.2% | +183.1% |
| All | +484.9% | +299.4% | +185.6% | +295.6% |
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