+2,043.2%
LLY vs ARMK
+123.7%
+1,919.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -1.2% |
| 7D | -4.5% | -2.6% | -1.9% | -4.3% |
| 30D | +13.9% | -5.2% | +19.1% | +14.4% |
| 3M | +13.8% | -6.5% | +20.3% | +14.3% |
| 6M | +37.6% | +15.3% | +22.3% | +35.3% |
| YTD | +26.6% | +43.6% | -17.0% | +21.7% |
| 1Y | +45.3% | +42.1% | +3.3% | +39.9% |
| 3Y | +132.2% | +94.0% | +38.2% | +116.6% |
| 5Y | +434.7% | +96.3% | +338.4% | +394.8% |
| All | +2,043.2% | +123.7% | +1,919.5% | +2,110.5% |
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