+132.2%
LLY vs ARMK
+91.9%
+40.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.2% | -1.4% |
| 7D | -4.5% | -2.6% | -1.9% | -4.1% |
| 30D | +13.9% | -5.2% | +19.1% | +14.6% |
| 3M | +13.8% | -6.5% | +20.3% | +14.5% |
| 6M | +37.6% | +15.3% | +22.3% | +33.1% |
| YTD | +26.6% | +43.6% | -17.0% | +17.4% |
| 1Y | +45.3% | +42.1% | +3.3% | +35.0% |
| 3Y | +132.2% | +94.0% | +38.2% | +112.8% |
| All | +132.2% | +91.9% | +40.3% | +112.8% |
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