+162.1%
LTH vs ARMK
+115.1%
+47.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.3% | +2.7% | -3.9% | -3.0% |
| 30D | +15.7% | -1.5% | +17.1% | +15.7% |
| 3M | +5.0% | -11.6% | +16.5% | +12.5% |
| 6M | +37.7% | +6.7% | +30.9% | +29.7% |
| YTD | +75.0% | +47.4% | +27.6% | +31.4% |
| 1Y | +82.6% | +41.5% | +41.2% | +41.0% |
| 3Y | +241.3% | +95.5% | +145.8% | +98.8% |
| 5Y | +135.4% | +108.4% | +27.0% | +24.0% |
| All | +162.1% | +115.1% | +47.0% | +36.8% |
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