+132.4%
LEN vs ARMK
+131.4%
+1.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.8% | +2.7% | -8.4% | -6.8% |
| 30D | +13.7% | -1.5% | +15.2% | +13.6% |
| 3M | -3.9% | -11.6% | +7.7% | +0.5% |
| 6M | -0.4% | +6.7% | -7.1% | -4.0% |
| YTD | -16.8% | +47.4% | -64.3% | -30.6% |
| 1Y | -29.5% | +41.5% | -71.0% | -40.1% |
| 3Y | -25.6% | +95.5% | -121.1% | -46.3% |
| 5Y | -13.2% | +108.4% | -121.6% | -39.9% |
| All | +132.4% | +131.4% | +1.0% | +42.2% |
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