+150.1%
LNT vs ARMK
+134.7%
+15.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | -0.5% | +2.4% | -2.9% | -0.9% |
| 3M | -5.5% | +6.1% | -11.6% | -6.3% |
| 6M | -3.8% | +41.8% | -45.6% | -8.5% |
| YTD | +6.8% | +55.5% | -48.7% | +0.1% |
| 1Y | +9.3% | +49.6% | -40.3% | +2.9% |
| 3Y | +47.9% | +122.8% | -74.8% | +30.6% |
| 5Y | +31.6% | +151.0% | -119.4% | +13.3% |
| 10Y | +150.1% | +138.0% | +12.2% | +124.1% |
| All | +150.1% | +134.7% | +15.4% | +124.1% |
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 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