+181.6%
LNT vs ARMK
+131.1%
+50.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -0.5% | +7.1% | -7.6% | -1.5% |
| 30D | +9.9% | -1.6% | +11.6% | +10.0% |
| 3M | +4.8% | -10.5% | +15.3% | +6.2% |
| 6M | +2.2% | +11.8% | -9.6% | +0.3% |
| YTD | +15.9% | +47.3% | -31.4% | +9.3% |
| 1Y | +10.6% | +41.5% | -30.9% | +4.8% |
| 3Y | +66.1% | +95.3% | -29.2% | +49.4% |
| 5Y | +55.6% | +108.1% | -52.5% | +37.5% |
| All | +181.6% | +131.1% | +50.5% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling