+174.6%
ARM vs LSCC
+15.5%
+159.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | 0.0% |
| 7D | -15.2% | +13.0% | -28.2% | -22.0% |
| 30D | -40.7% | -19.8% | -20.9% | -31.5% |
| 3M | -39.1% | -18.4% | -20.7% | -30.2% |
| 6M | -26.4% | -16.1% | -10.3% | -15.4% |
| YTD | +59.7% | +42.7% | +17.0% | +31.0% |
| 1Y | +10.3% | +68.0% | -57.7% | -18.7% |
| 3Y | +228.9% | +85.8% | +143.0% | +116.0% |
| All | +174.6% | +15.5% | +159.1% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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