+7.3%
LII vs ARMK
+114.7%
-107.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.5% |
| 7D | -0.7% | -2.4% | +1.7% | +0.3% |
| 30D | -12.6% | 0.0% | -12.6% | -12.7% |
| 3M | -24.4% | +6.7% | -31.1% | -26.6% |
| 6M | -28.7% | +38.8% | -67.5% | -38.6% |
| YTD | -19.1% | +55.2% | -74.3% | -33.9% |
| 1Y | -29.7% | +46.6% | -76.3% | -41.2% |
| All | +7.3% | +114.7% | -107.4% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling