+212.3%
LEN vs ARMK
+334.6%
-122.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +1.4% |
| 7D | +0.6% | +0.9% | -0.3% | -0.1% |
| 30D | +19.4% | -0.4% | +19.8% | +18.8% |
| 3M | +4.5% | -2.0% | +6.5% | +4.5% |
| 6M | +4.9% | +22.0% | -17.0% | -4.9% |
| YTD | -8.9% | +49.6% | -58.5% | -24.6% |
| 1Y | -23.0% | +46.4% | -69.3% | -35.6% |
| 3Y | -16.7% | +103.2% | -119.9% | -41.1% |
| 5Y | -4.5% | +108.1% | -112.6% | -34.0% |
| 10Y | +162.2% | +129.4% | +32.7% | +56.8% |
| All | +212.3% | +334.6% | -122.4% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling