-99.3%
LCID vs ARMK
+96.3%
-195.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.9% | +7.2% |
| 7D | +8.9% | -2.6% | +11.6% | +11.0% |
| 30D | -15.4% | -5.2% | -10.2% | -12.8% |
| 3M | -52.9% | -6.5% | -46.4% | -51.1% |
| 6M | -46.8% | +15.3% | -62.1% | -53.5% |
| YTD | -68.9% | +43.6% | -112.5% | -77.4% |
| 1Y | -81.7% | +42.1% | -123.7% | -86.6% |
| 3Y | -92.4% | +94.0% | -186.4% | -96.0% |
| All | -99.3% | +96.3% | -195.6% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling