+36.9%
LMT vs ARMK
+44.4%
-7.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +2.5% | +2.8% | -0.3% | +2.4% |
| 30D | +19.2% | -1.8% | +20.9% | +19.0% |
| 3M | +2.7% | -10.9% | +13.6% | +2.6% |
| 6M | +20.6% | +21.2% | -0.6% | +20.9% |
| YTD | +28.4% | +47.0% | -18.6% | +29.5% |
| 1Y | +36.9% | +42.9% | -6.0% | +37.3% |
| All | +36.9% | +44.4% | -7.5% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling