+2,854.2%
LLY vs ARMK
+350.8%
+2,503.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | -2.4% | +0.3% | -1.9% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | +2.3% | +6.7% | -4.4% | +1.4% |
| 6M | +14.9% | +38.8% | -23.9% | +10.5% |
| YTD | +7.5% | +55.2% | -47.7% | +2.0% |
| 1Y | +55.7% | +46.6% | +9.1% | +48.6% |
| 3Y | +110.6% | +112.9% | -2.3% | +92.2% |
| 5Y | +363.4% | +144.0% | +219.5% | +314.6% |
| 10Y | +1,649.0% | +132.4% | +1,516.6% | +1,578.8% |
| All | +2,854.2% | +350.8% | +2,503.4% | +2,465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling