+214.0%
ARM vs LSCC
+69.3%
+144.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -8.6% | -4.5% | -7.1% |
| 7D | -27.1% | -4.8% | -22.3% | -24.6% |
| 30D | -44.9% | -27.1% | -17.8% | -31.6% |
| 3M | -39.3% | -23.6% | -15.7% | -26.8% |
| 6M | -20.2% | -19.8% | -0.3% | -4.6% |
| YTD | +52.5% | +33.2% | +19.3% | +29.3% |
| 1Y | +4.1% | +55.2% | -51.2% | -20.7% |
| All | +214.0% | +69.3% | +144.7% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling