+3,546.5%
LRCX vs ARMK
+138.5%
+3,407.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.4% | -5.5% |
| 7D | +1.8% | -0.9% | +2.7% | +2.2% |
| 30D | -4.3% | -5.9% | +1.6% | -1.7% |
| 3M | -7.3% | +6.7% | -14.0% | -10.0% |
| 6M | +38.6% | +42.5% | -4.0% | +18.4% |
| YTD | +74.4% | +55.1% | +19.3% | +43.4% |
| 1Y | +179.1% | +50.3% | +128.8% | +132.2% |
| 3Y | +357.7% | +122.2% | +235.5% | +218.6% |
| 5Y | +424.9% | +155.2% | +269.7% | +246.3% |
| All | +3,546.5% | +138.5% | +3,407.9% | +2,466.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling