+248.6%
LTH vs ARMK
+96.1%
+152.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +0.3% | +2.8% | -2.5% | -1.1% |
| 30D | +17.7% | -1.8% | +19.5% | +18.0% |
| 3M | +8.5% | -10.9% | +19.3% | +13.7% |
| 6M | +46.9% | +21.2% | +25.7% | +32.0% |
| YTD | +78.8% | +47.0% | +31.8% | +45.8% |
| 1Y | +84.9% | +42.9% | +42.0% | +52.9% |
| All | +248.6% | +96.1% | +152.5% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling