+384.9%
LHX vs ARMK
+364.9%
+20.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.8% |
| 7D | -4.3% | +3.1% | -7.4% | -4.8% |
| 30D | -15.1% | -2.8% | -12.4% | -14.7% |
| 3M | -21.0% | +7.6% | -28.6% | -22.2% |
| 6M | -32.0% | +47.9% | -79.9% | -37.3% |
| YTD | -15.3% | +60.0% | -75.3% | -23.3% |
| 1Y | -11.1% | +52.2% | -63.3% | -18.7% |
| 3Y | +54.0% | +131.4% | -77.4% | +27.5% |
| 5Y | +17.1% | +163.2% | -146.1% | -7.3% |
| 10Y | +225.8% | +144.8% | +81.0% | +168.6% |
| All | +384.9% | +364.9% | +20.0% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling