-4.9%
LQD vs ARMK
+106.6%
-111.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -1.5% | +7.1% | -8.7% | -2.0% |
| 30D | +0.9% | -1.6% | +2.5% | +0.9% |
| 3M | -1.7% | -10.5% | +8.9% | -1.0% |
| 6M | -2.8% | +11.8% | -14.6% | -3.8% |
| YTD | -2.8% | +47.3% | -50.0% | -5.9% |
| 1Y | -2.8% | +41.5% | -44.3% | -5.7% |
| 3Y | +15.5% | +95.3% | -79.9% | +8.2% |
| 5Y | -4.9% | +108.1% | -113.1% | -12.9% |
| All | -4.9% | +106.6% | -111.5% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling