+338.0%
LNT vs ARMK
+327.1%
+10.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.2% | +2.8% | -3.0% | -0.6% |
| 30D | +11.6% | -1.8% | +13.4% | +11.7% |
| 3M | +8.2% | -10.9% | +19.0% | +9.7% |
| 6M | +3.1% | +21.2% | -18.1% | +0.1% |
| YTD | +16.8% | +47.0% | -30.2% | +10.1% |
| 1Y | +11.6% | +42.9% | -31.3% | +5.6% |
| 3Y | +67.4% | +95.0% | -27.6% | +50.2% |
| 5Y | +56.8% | +106.2% | -49.5% | +38.3% |
| 10Y | +185.0% | +131.6% | +53.4% | +149.6% |
| All | +338.0% | +327.1% | +10.9% | +260.3% |
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 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