+74.4%
LMT vs ARMK
+148.1%
-73.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | -1.5% | +1.7% | -3.2% | -1.7% |
| 30D | -8.2% | +3.1% | -11.4% | -8.6% |
| 3M | +3.7% | +9.2% | -5.5% | +2.7% |
| 6M | -19.2% | +43.7% | -62.8% | -22.3% |
| YTD | +12.9% | +57.4% | -44.5% | +7.2% |
| 1Y | +19.8% | +51.9% | -32.1% | +14.2% |
| 3Y | +37.3% | +125.4% | -88.1% | +22.2% |
| 5Y | +74.4% | +149.1% | -74.7% | +49.1% |
| All | +74.4% | +148.1% | -73.8% | +49.1% |
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 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