+187.0%
LMT vs ARMK
+134.7%
+52.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.3% | +0.3% | -1.7% | -1.4% |
| 30D | -12.5% | +2.4% | -14.9% | -12.9% |
| 3M | -0.5% | +6.1% | -6.5% | -1.4% |
| 6M | -20.0% | +41.8% | -61.8% | -24.3% |
| YTD | +10.4% | +55.5% | -45.1% | +2.8% |
| 1Y | +17.7% | +49.6% | -31.9% | +10.2% |
| 3Y | +34.3% | +122.8% | -88.5% | +16.3% |
| 5Y | +71.8% | +151.0% | -79.2% | +43.6% |
| 10Y | +187.0% | +137.9% | +49.0% | +164.1% |
| All | +187.0% | +134.7% | +52.2% | +164.1% |
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