+225.8%
LHX vs ARMK
+138.5%
+87.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | -12.7% | -5.9% | -6.8% | -11.8% |
| 3M | -17.6% | +6.7% | -24.3% | -18.7% |
| 6M | -30.7% | +42.5% | -73.3% | -35.4% |
| YTD | -14.3% | +55.1% | -69.5% | -21.5% |
| 1Y | -8.4% | +50.3% | -58.7% | -15.6% |
| 3Y | +56.7% | +122.2% | -65.5% | +32.2% |
| 5Y | +18.5% | +155.2% | -136.7% | -4.2% |
| All | +225.8% | +138.5% | +87.2% | +185.4% |
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 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