+472.7%
LLY vs ARMK
+106.1%
+366.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.4% | +2.8% | -1.4% | +0.9% |
| 30D | +21.5% | -1.8% | +23.3% | +21.7% |
| 3M | +18.5% | -10.9% | +29.3% | +20.6% |
| 6M | +49.1% | +21.2% | +27.9% | +42.8% |
| YTD | +34.4% | +47.0% | -12.6% | +23.7% |
| 1Y | +46.3% | +42.9% | +3.4% | +35.4% |
| 3Y | +145.5% | +95.0% | +50.5% | +112.2% |
| 5Y | +472.7% | +106.2% | +366.5% | +377.9% |
| All | +472.7% | +106.1% | +366.6% | +377.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling