-9.3%
LHX vs ARMK
+41.1%
-50.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.2% | -2.3% | -6.0% |
| 7D | -0.3% | -5.8% | +5.5% | +0.3% |
| 30D | +9.7% | -5.3% | +14.9% | +10.2% |
| 3M | -8.5% | -6.7% | -1.8% | -7.9% |
| 6M | -15.1% | +17.4% | -32.5% | -16.8% |
| YTD | -10.4% | +43.0% | -53.4% | -13.3% |
| 1Y | -9.3% | +40.3% | -49.6% | -12.2% |
| All | -9.3% | +41.1% | -50.4% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling