+400.5%
LII vs ARMK
+299.4%
+101.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.0% | -1.6% |
| 7D | +0.2% | -10.2% | +10.4% | +3.6% |
| 30D | -4.6% | -9.3% | +4.7% | -1.9% |
| 3M | -21.7% | -11.4% | -10.3% | -18.9% |
| 6M | -32.8% | +11.6% | -44.4% | -35.6% |
| YTD | -27.5% | +37.5% | -65.0% | -35.0% |
| 1Y | -28.0% | +34.9% | -62.9% | -35.1% |
| 3Y | -7.2% | +83.4% | -90.7% | -24.6% |
| 5Y | +22.6% | +87.9% | -65.3% | -2.1% |
| 10Y | +171.5% | +117.0% | +54.5% | +96.4% |
| All | +400.5% | +299.4% | +101.2% | +223.4% |
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 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