+1,352.3%
LSCC vs ARMK
+125.8%
+1,226.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | +5.0% | -0.7% | +5.7% | +5.5% |
| 30D | -11.7% | -1.3% | -10.4% | -10.8% |
| 3M | -13.3% | -2.5% | -10.8% | -12.1% |
| 6M | -12.5% | +20.8% | -33.3% | -19.5% |
| YTD | +51.2% | +48.2% | +3.0% | +28.2% |
| 1Y | +65.9% | +45.7% | +20.2% | +41.7% |
| 3Y | +95.3% | +96.6% | -1.2% | +46.1% |
| 5Y | +38.6% | +106.6% | -68.0% | +1.8% |
| 10Y | +1,352.3% | +132.6% | +1,219.8% | +976.2% |
| All | +1,352.3% | +125.8% | +1,226.6% | +976.2% |
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 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