+1,493.1%
LITE vs ARMK
+131.4%
+1,361.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +2.7% | +8.1% | +9.9% |
| 30D | -33.4% | -1.5% | -32.0% | -32.6% |
| 3M | -32.2% | -11.6% | -20.7% | -29.0% |
| 6M | -42.1% | +6.7% | -48.8% | -43.1% |
| YTD | +61.9% | +47.4% | +14.4% | +41.9% |
| 1Y | +163.0% | +41.5% | +121.5% | +133.4% |
| 3Y | +1,358.0% | +95.5% | +1,262.5% | +1,062.9% |
| 5Y | +549.9% | +108.4% | +441.5% | +402.8% |
| All | +1,493.1% | +131.4% | +1,361.7% | +1,094.5% |
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