+36.2%
LIN vs ARMK
+91.9%
-55.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.9% |
| 7D | +0.2% | -2.6% | +2.8% | +0.6% |
| 30D | +6.5% | -5.2% | +11.7% | +7.3% |
| 3M | +5.5% | -6.5% | +12.0% | +6.4% |
| 6M | +3.3% | +15.3% | -11.9% | -0.6% |
| YTD | +22.0% | +43.6% | -21.6% | +11.0% |
| 1Y | +25.7% | +42.1% | -16.3% | +14.6% |
| 3Y | +36.2% | +94.0% | -57.8% | +17.4% |
| All | +36.2% | +91.9% | -55.7% | +17.4% |
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