+274.3%
LTH vs ARMK
+91.9%
+182.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -3.3% |
| 7D | +4.5% | -2.6% | +7.1% | +5.4% |
| 30D | +16.3% | -5.2% | +21.5% | +18.6% |
| 3M | +8.4% | -6.5% | +14.9% | +10.9% |
| 6M | +40.3% | +15.3% | +25.0% | +29.1% |
| YTD | +77.3% | +43.6% | +33.7% | +46.1% |
| 1Y | +88.0% | +42.1% | +45.9% | +55.7% |
| 3Y | +274.3% | +94.0% | +180.3% | +174.5% |
| All | +274.3% | +91.9% | +182.3% | +174.5% |
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