+1,103.8%
LITE vs ARMK
+83.8%
+1,020.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -16.8% |
| 7D | -44.6% | -10.2% | -34.4% | -41.4% |
| 30D | -55.0% | -9.3% | -45.7% | -52.6% |
| 3M | -38.3% | -11.4% | -26.9% | -34.4% |
| 6M | -48.8% | +11.6% | -60.4% | -50.8% |
| YTD | +38.3% | +37.5% | +0.8% | +18.6% |
| 1Y | +119.0% | +34.9% | +84.1% | +89.0% |
| All | +1,103.8% | +83.8% | +1,020.1% | +820.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling