+296.4%
ARM vs LSCC
+27.4%
+269.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +2.6% |
| 7D | +5.5% | +1.3% | +4.1% | +4.6% |
| 30D | -8.2% | -9.7% | +1.5% | -1.9% |
| 3M | -35.9% | -23.7% | -12.2% | -22.9% |
| 6M | +103.1% | +26.5% | +76.6% | +81.7% |
| YTD | +130.6% | +57.5% | +73.1% | +76.7% |
| 1Y | +86.1% | +75.7% | +10.4% | +31.0% |
| All | +296.4% | +27.4% | +269.0% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling