+1,587.5%
LITE vs ARMK
+125.8%
+1,461.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | -13.9% | -0.7% | -13.2% | -13.3% |
| 30D | -46.9% | -1.3% | -45.6% | -46.3% |
| 3M | -28.0% | -2.5% | -25.5% | -27.0% |
| 6M | -35.2% | +20.8% | -56.0% | -39.0% |
| YTD | +58.9% | +48.2% | +10.7% | +39.1% |
| 1Y | +125.3% | +45.7% | +79.6% | +98.0% |
| 3Y | +1,344.4% | +96.6% | +1,247.9% | +1,050.4% |
| 5Y | +541.2% | +106.6% | +434.6% | +397.2% |
| 10Y | +1,587.5% | +132.6% | +1,455.0% | +1,166.4% |
| All | +1,587.5% | +125.8% | +1,461.7% | +1,166.4% |
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 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