+458.3%
LII vs ARMK
+350.8%
+107.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.4% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | -12.6% | 0.0% | -12.6% | -12.7% |
| 3M | -24.4% | +6.7% | -31.1% | -26.0% |
| 6M | -28.7% | +38.8% | -67.5% | -36.0% |
| YTD | -19.1% | +55.2% | -74.3% | -30.0% |
| 1Y | -29.7% | +46.6% | -76.3% | -38.1% |
| 3Y | +4.8% | +112.9% | -108.1% | -18.6% |
| 5Y | +24.6% | +144.0% | -119.4% | -7.7% |
| 10Y | +169.2% | +132.4% | +36.8% | +91.1% |
| All | +458.3% | +350.8% | +107.5% | +248.3% |
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