+653.0%
LNG vs ARMK
+327.1%
+325.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +4.0% |
| 7D | +4.5% | +2.8% | +1.7% | +3.7% |
| 30D | +8.0% | -1.8% | +9.8% | +8.4% |
| 3M | +15.0% | -10.9% | +25.9% | +18.4% |
| 6M | +27.1% | +21.2% | +5.8% | +19.2% |
| YTD | +58.1% | +47.0% | +11.1% | +39.2% |
| 1Y | +45.0% | +42.9% | +2.1% | +28.6% |
| 3Y | +82.6% | +95.0% | -12.4% | +44.6% |
| 5Y | +206.8% | +106.2% | +100.6% | +133.0% |
| 10Y | +796.3% | +131.6% | +664.7% | +502.4% |
| All | +653.0% | +327.1% | +325.9% | +388.8% |
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