+74.7%
LNG vs ARMK
+125.3%
-50.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.7% |
| 7D | -6.2% | +1.7% | -7.9% | -6.4% |
| 30D | +8.0% | +3.1% | +4.9% | +7.4% |
| 3M | +16.9% | +9.2% | +7.7% | +15.2% |
| 6M | +8.7% | +43.7% | -35.0% | +2.1% |
| YTD | +43.0% | +57.4% | -14.4% | +31.8% |
| 1Y | +19.4% | +51.9% | -32.4% | +10.7% |
| 3Y | +74.7% | +125.4% | -50.7% | +51.3% |
| All | +74.7% | +125.3% | -50.6% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling