+337.0%
LNT vs ARMK
+334.6%
+2.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.5% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 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% | +0.8% |
| YTD | +16.5% | +49.6% | -33.1% | +9.6% |
| 1Y | +12.5% | +46.4% | -33.9% | +6.0% |
| 3Y | +66.9% | +103.2% | -36.3% | +48.9% |
| 5Y | +56.1% | +108.1% | -52.0% | +37.5% |
| 10Y | +173.2% | +129.4% | +43.8% | +139.8% |
| All | +337.0% | +334.6% | +2.4% | +258.7% |
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