+426.3%
LIN vs ARMK
+299.4%
+126.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.2% |
| 7D | +3.6% | -10.2% | +13.8% | +6.1% |
| 30D | +6.4% | -9.3% | +15.7% | +8.6% |
| 3M | +6.5% | -11.4% | +17.9% | +9.1% |
| 6M | +4.9% | +11.6% | -6.8% | +1.4% |
| YTD | +23.4% | +37.5% | -14.0% | +13.1% |
| 1Y | +26.3% | +34.9% | -8.6% | +16.2% |
| 3Y | +38.0% | +83.4% | -45.4% | +16.2% |
| 5Y | +68.0% | +87.9% | -19.9% | +38.6% |
| 10Y | +437.1% | +117.0% | +320.1% | +325.0% |
| All | +426.3% | +299.4% | +126.9% | +288.8% |
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