+81.2%
LH vs ARMK
+91.9%
-10.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | 0.0% |
| 7D | +1.4% | -2.6% | +4.1% | +1.9% |
| 30D | +17.5% | -5.2% | +22.7% | +18.6% |
| 3M | +16.1% | -6.5% | +22.6% | +17.3% |
| 6M | +43.4% | +15.3% | +28.1% | +37.4% |
| YTD | +47.2% | +43.6% | +3.6% | +33.6% |
| 1Y | +50.1% | +42.1% | +8.1% | +36.5% |
| 3Y | +81.2% | +94.0% | -12.8% | +52.7% |
| All | +81.2% | +91.9% | -10.8% | +52.7% |
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