-10.4%
LEN vs ARMK
+144.6%
-155.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | -3.2% | -2.4% | -0.8% | -2.1% |
| 30D | -4.9% | 0.0% | -4.9% | -5.1% |
| 3M | -8.5% | +6.7% | -15.2% | -11.3% |
| 6M | -20.7% | +38.8% | -59.5% | -32.3% |
| YTD | -17.4% | +55.2% | -72.6% | -33.3% |
| 1Y | -38.2% | +46.6% | -84.9% | -48.8% |
| 3Y | -24.9% | +112.9% | -137.8% | -50.0% |
| All | -10.4% | +144.6% | -155.0% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling