-96.4%
LCID vs ARMK
+189.2%
-285.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.2% | +7.1% |
| 7D | +20.0% | +0.9% | +19.1% | +19.5% |
| 30D | -5.0% | -0.4% | -4.6% | -5.2% |
| 3M | -48.9% | -2.0% | -46.9% | -48.7% |
| 6M | -43.2% | +22.0% | -65.2% | -50.0% |
| YTD | -65.9% | +49.6% | -115.5% | -73.5% |
| 1Y | -79.2% | +46.4% | -125.5% | -83.6% |
| 3Y | -90.4% | +103.2% | -193.6% | -93.9% |
| 5Y | -99.2% | +108.1% | -207.3% | -99.5% |
| All | -96.4% | +189.2% | -285.6% | -97.8% |
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