+1,568.0%
LITE vs ARMK
+131.1%
+1,436.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +22.6% | +7.1% | +15.4% | +19.9% |
| 30D | -36.8% | -1.6% | -35.1% | -36.0% |
| 3M | -33.0% | -10.5% | -22.5% | -30.1% |
| 6M | -37.1% | +11.8% | -48.8% | -39.0% |
| YTD | +69.5% | +47.3% | +22.2% | +48.6% |
| 1Y | +146.1% | +41.5% | +104.6% | +118.4% |
| 3Y | +1,440.8% | +95.3% | +1,345.5% | +1,129.4% |
| 5Y | +580.4% | +108.1% | +472.3% | +426.6% |
| All | +1,568.0% | +131.1% | +1,436.9% | +1,151.1% |
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 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