+201.6%
ARM vs LSCC
+17.9%
+183.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.5% | -6.1% |
| 7D | -18.7% | +3.0% | -21.7% | -20.6% |
| 30D | -36.7% | -19.3% | -17.4% | -27.5% |
| 3M | -31.6% | -22.3% | -9.4% | -19.6% |
| 6M | -5.6% | -14.6% | +9.0% | +6.8% |
| YTD | +75.5% | +45.8% | +29.7% | +41.4% |
| 1Y | +19.3% | +69.6% | -50.3% | -13.0% |
| 3Y | +258.6% | +86.1% | +172.5% | +132.2% |
| All | +201.6% | +17.9% | +183.7% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling