+301.3%
LNT vs ARMK
+350.8%
-49.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | -4.1% | +6.7% | -10.7% | -5.0% |
| 6M | -4.6% | +38.8% | -43.4% | -9.0% |
| YTD | +7.0% | +55.2% | -48.2% | +0.3% |
| 1Y | +8.3% | +46.6% | -38.3% | +2.2% |
| 3Y | +51.0% | +112.9% | -61.9% | +34.0% |
| 5Y | +30.2% | +144.0% | -113.8% | +12.4% |
| 10Y | +143.6% | +132.4% | +11.2% | +113.8% |
| All | +301.3% | +350.8% | -49.5% | +228.2% |
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