+1,545.2%
LLY vs ARMK
+136.6%
+1,408.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.3% |
| 30D | -5.1% | +3.1% | -8.2% | -5.4% |
| 3M | -2.1% | +9.2% | -11.3% | -3.0% |
| 6M | +13.8% | +43.7% | -29.8% | +9.7% |
| YTD | +5.1% | +57.4% | -52.3% | +0.2% |
| 1Y | +53.1% | +51.9% | +1.3% | +46.5% |
| 3Y | +95.6% | +125.4% | -29.8% | +80.0% |
| 5Y | +361.5% | +149.1% | +212.4% | +319.4% |
| 10Y | +1,545.2% | +135.4% | +1,409.7% | +1,602.5% |
| All | +1,545.2% | +136.6% | +1,408.5% | +1,602.5% |
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