+69.6%
LSCC vs ARMK
+41.1%
+28.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.4% | +3.8% |
| 7D | +3.0% | -5.8% | +8.8% | +6.9% |
| 30D | -19.3% | -5.3% | -14.0% | -16.2% |
| 3M | -22.3% | -6.7% | -15.5% | -18.7% |
| 6M | -14.6% | +17.4% | -32.0% | -24.1% |
| YTD | +45.8% | +43.0% | +2.7% | +10.7% |
| 1Y | +69.6% | +40.3% | +29.3% | +31.1% |
| All | +69.6% | +41.1% | +28.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling