+144.6%
LLY vs ARMK
+100.8%
+43.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.6% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +21.5% | -1.3% | +22.8% | +21.5% |
| 3M | +16.4% | -2.5% | +18.9% | +16.4% |
| 6M | +51.5% | +20.8% | +30.7% | +45.4% |
| YTD | +33.9% | +48.2% | -14.3% | +23.7% |
| 1Y | +49.1% | +45.7% | +3.4% | +38.1% |
| 3Y | +144.6% | +96.6% | +48.1% | +123.3% |
| All | +144.6% | +100.8% | +43.8% | +123.3% |
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 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