+206.5%
LMT vs ARMK
+130.7%
+75.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +2.5% | +2.8% | -0.3% | +2.1% |
| 30D | +19.2% | -1.8% | +20.9% | +19.4% |
| 3M | +2.7% | -10.9% | +13.6% | +4.3% |
| 6M | +20.6% | +21.2% | -0.6% | +16.8% |
| YTD | +28.4% | +47.0% | -18.6% | +20.4% |
| 1Y | +36.9% | +42.9% | -6.0% | +28.9% |
| 3Y | +48.5% | +95.0% | -46.5% | +31.2% |
| 5Y | +107.6% | +106.2% | +1.4% | +79.1% |
| 10Y | +206.5% | +131.6% | +74.9% | +185.4% |
| All | +206.5% | +130.7% | +75.8% | +185.4% |
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 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