+129.4%
LITE vs ARMK
+46.1%
+83.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +9.3% |
| 7D | -12.9% | +0.9% | -13.8% | -13.4% |
| 30D | -46.0% | -0.4% | -45.6% | -46.1% |
| 3M | -33.0% | -2.0% | -31.1% | -33.1% |
| 6M | -34.0% | +22.0% | -56.0% | -29.7% |
| YTD | +61.7% | +49.6% | +12.1% | +89.1% |
| All | +129.4% | +46.1% | +83.3% | +168.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling