+191.9%
LH vs ARMK
+134.7%
+57.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | +0.1% | +2.4% | -2.2% | -0.7% |
| 3M | +18.6% | +6.1% | +12.6% | +16.5% |
| 6M | +17.9% | +41.8% | -23.8% | +6.8% |
| YTD | +28.9% | +55.5% | -26.6% | +13.9% |
| 1Y | +16.6% | +49.6% | -33.0% | +4.0% |
| 3Y | +63.6% | +122.8% | -59.2% | +28.7% |
| 5Y | +30.0% | +151.0% | -121.0% | -3.3% |
| 10Y | +191.9% | +138.0% | +54.0% | +100.5% |
| All | +191.9% | +134.7% | +57.2% | +100.5% |
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