-95.3%
LCID vs ARMK
+200.0%
-295.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | -6.6% | -2.4% | -4.2% | -5.4% |
| 30D | -30.1% | 0.0% | -30.2% | -30.4% |
| 3M | -17.6% | +6.7% | -24.3% | -21.1% |
| 6M | -54.4% | +38.8% | -93.2% | -62.6% |
| YTD | -55.7% | +55.2% | -110.9% | -66.1% |
| 1Y | -71.0% | +46.6% | -117.7% | -77.1% |
| 3Y | -92.6% | +112.9% | -205.5% | -95.4% |
| 5Y | -97.6% | +144.0% | -241.6% | -98.5% |
| All | -95.3% | +200.0% | -295.3% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling