+66.9%
LNT vs ARMK
+101.3%
-34.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.7% |
| 7D | +0.6% | +0.9% | -0.3% | +0.5% |
| 30D | +12.4% | -0.4% | +12.8% | +12.3% |
| 3M | +6.7% | -2.0% | +8.7% | +6.8% |
| 6M | +3.9% | +22.0% | -18.0% | +1.1% |
| YTD | +16.5% | +49.6% | -33.1% | +10.0% |
| 1Y | +12.5% | +46.4% | -33.9% | +6.5% |
| 3Y | +66.9% | +103.2% | -36.3% | +51.9% |
| All | +66.9% | +101.3% | -34.4% | +51.9% |
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 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