+484.4%
LDOS vs ARMK
+315.5%
+168.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.7% |
| 7D | -2.8% | -5.8% | +3.0% | -1.5% |
| 30D | +13.6% | -5.3% | +18.8% | +14.8% |
| 3M | +4.2% | -6.7% | +11.0% | +5.5% |
| 6M | -8.2% | +17.4% | -25.6% | -12.3% |
| YTD | -24.1% | +43.0% | -67.1% | -31.2% |
| 1Y | -31.2% | +40.3% | -71.5% | -37.4% |
| 3Y | +35.0% | +90.8% | -55.9% | +12.1% |
| 5Y | +52.6% | +102.2% | -49.6% | +22.6% |
| 10Y | +261.9% | +125.8% | +136.1% | +180.3% |
| All | +484.4% | +315.5% | +168.9% | +291.7% |
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