-31.2%
LEN vs ARMK
+42.9%
-74.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -8.7% | +7.1% | -15.9% | -10.3% |
| 30D | +11.6% | -1.6% | +13.2% | +11.5% |
| 3M | -1.3% | -10.5% | +9.3% | +2.8% |
| 6M | -1.4% | +11.8% | -13.2% | -7.5% |
| YTD | -16.9% | +47.3% | -64.1% | -35.3% |
| 1Y | -31.2% | +41.5% | -72.6% | -44.2% |
| All | -31.2% | +42.9% | -74.0% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling