+417.3%
LIN vs ARMK
+131.1%
+286.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +7.6% | -0.4% | +7.9% | +7.4% |
| 3M | +6.5% | -2.0% | +8.5% | +6.6% |
| 6M | +6.2% | +22.0% | -15.8% | +0.6% |
| YTD | +23.2% | +49.6% | -26.4% | +10.8% |
| 1Y | +25.4% | +46.4% | -20.9% | +13.3% |
| 3Y | +38.3% | +103.2% | -64.9% | +13.8% |
| 5Y | +64.4% | +108.1% | -43.7% | +32.6% |
| 10Y | +417.3% | +129.4% | +287.9% | +323.0% |
| All | +417.3% | +131.1% | +286.2% | +323.0% |
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