+471.2%
LDOS vs ARMK
+350.8%
+120.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -5.4% | -2.4% | -3.0% | -4.9% |
| 30D | +4.9% | 0.0% | +4.9% | +4.7% |
| 3M | +7.2% | +6.7% | +0.5% | +5.3% |
| 6M | -24.2% | +38.8% | -63.1% | -30.4% |
| YTD | -25.8% | +55.2% | -81.0% | -33.8% |
| 1Y | -24.7% | +46.6% | -71.3% | -32.0% |
| 3Y | +39.3% | +112.9% | -73.6% | +12.9% |
| 5Y | +43.3% | +144.0% | -100.7% | +10.1% |
| 10Y | +278.6% | +132.4% | +146.2% | +193.6% |
| All | +471.2% | +350.8% | +120.4% | +276.6% |
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