-5.2%
LQD vs ARMK
+146.8%
-152.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | +0.3% | -0.4% | -0.1% |
| 30D | -0.2% | +2.4% | -2.6% | -0.4% |
| 3M | -1.7% | +6.1% | -7.7% | -2.2% |
| 6M | -2.7% | +41.8% | -44.4% | -5.3% |
| YTD | -1.4% | +55.5% | -57.0% | -4.8% |
| 1Y | -1.0% | +49.6% | -50.6% | -4.2% |
| 3Y | +15.1% | +122.8% | -107.7% | +6.9% |
| 5Y | -5.2% | +151.0% | -156.2% | -13.2% |
| All | -5.2% | +146.8% | -152.0% | -13.2% |
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 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