+382.2%
LIN vs ARMK
+350.8%
+31.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | -2.4% | 0.0% | -2.4% | -2.6% |
| 3M | -5.6% | +6.7% | -12.2% | -7.2% |
| 6M | -3.4% | +38.8% | -42.2% | -11.2% |
| YTD | +13.1% | +55.2% | -42.1% | +1.0% |
| 1Y | +2.5% | +46.6% | -44.1% | -7.3% |
| 3Y | +27.6% | +112.9% | -85.3% | +3.9% |
| 5Y | +63.0% | +144.0% | -80.9% | +26.9% |
| 10Y | +359.3% | +132.4% | +226.9% | +258.9% |
| All | +382.2% | +350.8% | +31.4% | +247.1% |
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