+154.0%
LTH vs ARMK
+114.7%
+39.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -0.6% | -2.4% | +1.8% | +0.6% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +32.8% | +6.7% | +26.2% | +28.1% |
| 6M | +64.6% | +38.8% | +25.8% | +37.4% |
| YTD | +62.6% | +55.2% | +7.5% | +27.2% |
| 1Y | +49.9% | +46.6% | +3.3% | +21.0% |
| All | +154.0% | +114.7% | +39.3% | +55.2% |
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