+29.9%
LH vs ARMK
+148.1%
-118.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -0.8% | +1.7% | -2.5% | -1.2% |
| 30D | +2.0% | +3.1% | -1.1% | +1.1% |
| 3M | +24.3% | +9.2% | +15.0% | +21.6% |
| 6M | +21.1% | +43.7% | -22.6% | +10.8% |
| YTD | +30.4% | +57.4% | -26.9% | +17.0% |
| 1Y | +18.4% | +51.9% | -33.5% | +6.9% |
| 3Y | +65.5% | +125.4% | -59.9% | +35.0% |
| 5Y | +29.9% | +149.1% | -119.2% | +2.4% |
| All | +29.9% | +148.1% | -118.3% | +2.4% |
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 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