+109.1%
LEN vs ARMK
+134.7%
-25.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -5.7% | +2.4% | -8.0% | -6.8% |
| 3M | -12.2% | +6.1% | -18.3% | -14.5% |
| 6M | -18.3% | +41.8% | -60.0% | -30.0% |
| YTD | -20.2% | +55.5% | -75.7% | -34.4% |
| 1Y | -40.1% | +49.6% | -89.6% | -49.9% |
| 3Y | -26.2% | +122.8% | -149.0% | -49.3% |
| 5Y | -9.8% | +151.0% | -160.8% | -41.9% |
| 10Y | +109.1% | +138.0% | -28.8% | +25.6% |
| All | +109.1% | +134.7% | -25.6% | +25.6% |
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 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