+168.6%
LII vs ARMK
+131.1%
+37.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +0.9% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -2.0% | -0.4% | -1.6% | -2.2% |
| 3M | -20.2% | -2.0% | -18.3% | -20.1% |
| 6M | -32.5% | +22.0% | -54.5% | -37.2% |
| YTD | -27.4% | +49.6% | -77.0% | -36.7% |
| 1Y | -28.2% | +46.4% | -74.5% | -36.9% |
| 3Y | -7.2% | +103.2% | -110.4% | -27.0% |
| 5Y | +19.9% | +108.1% | -88.2% | -7.3% |
| 10Y | +168.6% | +129.4% | +39.2% | +95.0% |
| All | +168.6% | +131.1% | +37.5% | +95.0% |
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