-18.7%
LEN vs ARMK
+91.9%
-110.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.6% | -4.4% |
| 7D | +2.1% | -2.6% | +4.7% | +2.7% |
| 30D | +16.6% | -5.2% | +21.8% | +17.9% |
| 3M | +5.3% | -6.5% | +11.8% | +6.9% |
| 6M | -0.8% | +15.3% | -16.0% | -6.6% |
| YTD | -11.7% | +43.6% | -55.3% | -23.4% |
| 1Y | -24.6% | +42.1% | -66.7% | -34.2% |
| 3Y | -18.7% | +94.0% | -112.7% | -34.1% |
| All | -18.7% | +91.9% | -110.6% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling