+42.6%
LQD vs ARMK
+328.3%
-285.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.6% | +2.7% | -4.3% | -1.7% |
| 30D | +0.5% | -1.5% | +2.0% | +0.5% |
| 3M | -2.3% | -11.6% | +9.2% | -2.0% |
| 6M | -3.1% | +6.7% | -9.8% | -3.3% |
| YTD | -3.0% | +47.4% | -50.4% | -4.1% |
| 1Y | -2.6% | +41.5% | -44.0% | -3.5% |
| 3Y | +15.2% | +95.5% | -80.4% | +12.9% |
| 5Y | -5.2% | +108.4% | -113.5% | -7.3% |
| 10Y | +24.6% | +132.3% | -107.7% | +23.3% |
| All | +42.6% | +328.3% | -285.7% | +42.1% |
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