+438.6%
LMT vs ARMK
+350.8%
+87.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | -6.3% | -2.4% | -3.9% | -5.9% |
| 30D | -8.5% | 0.0% | -8.5% | -8.6% |
| 3M | +1.8% | +6.7% | -4.8% | +0.7% |
| 6M | -19.9% | +38.8% | -58.8% | -24.2% |
| YTD | +10.6% | +55.2% | -44.6% | +2.7% |
| 1Y | +17.9% | +46.6% | -28.7% | +10.4% |
| 3Y | +27.0% | +112.9% | -85.9% | +10.1% |
| 5Y | +68.7% | +144.0% | -75.3% | +40.6% |
| 10Y | +181.1% | +132.4% | +48.7% | +146.4% |
| All | +438.6% | +350.8% | +87.8% | +313.9% |
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