-96.7%
LCID vs ARMK
+177.6%
-274.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.9% | +8.0% |
| 7D | +8.9% | -2.6% | +11.6% | +10.5% |
| 30D | -15.4% | -5.2% | -10.2% | -13.4% |
| 3M | -52.9% | -6.5% | -46.4% | -51.5% |
| 6M | -46.8% | +15.3% | -62.1% | -51.7% |
| YTD | -68.9% | +43.6% | -112.5% | -75.3% |
| 1Y | -81.7% | +42.1% | -123.7% | -85.3% |
| 3Y | -92.4% | +94.0% | -186.4% | -95.0% |
| 5Y | -99.2% | +96.3% | -195.5% | -99.5% |
| All | -96.7% | +177.6% | -274.3% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling