-92.6%
LCID vs ARMK
+96.6%
-189.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.3% | -9.3% |
| 7D | -10.2% | +2.7% | -12.8% | -11.3% |
| 30D | -10.2% | -1.5% | -8.7% | -10.0% |
| 3M | -54.1% | -11.6% | -42.6% | -51.4% |
| 6M | -53.8% | +6.7% | -60.5% | -56.1% |
| YTD | -72.0% | +47.4% | -119.5% | -78.2% |
| 1Y | -80.5% | +41.5% | -122.0% | -84.4% |
| 3Y | -92.6% | +95.5% | -188.1% | -95.4% |
| All | -92.6% | +96.6% | -189.2% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling