+167.2%
LTH vs ARMK
+116.2%
+51.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.7% |
| 7D | +6.4% | -0.7% | +7.1% | +6.3% |
| 30D | +16.7% | -1.3% | +18.1% | +16.7% |
| 3M | +11.7% | -2.5% | +14.2% | +12.0% |
| 6M | +48.5% | +20.8% | +27.7% | +28.4% |
| YTD | +78.4% | +48.2% | +30.2% | +33.6% |
| 1Y | +89.7% | +45.7% | +43.9% | +43.6% |
| 3Y | +245.6% | +96.6% | +149.1% | +100.7% |
| 5Y | +142.7% | +106.6% | +36.1% | +28.5% |
| All | +167.2% | +116.2% | +51.0% | +39.0% |
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