+1,236.1%
LSCC vs ARMK
+123.7%
+1,112.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.5% | +2.7% | +5.2% |
| 7D | +13.0% | -2.6% | +15.6% | +14.4% |
| 30D | -19.8% | -5.2% | -14.6% | -17.7% |
| 3M | -18.4% | -6.5% | -11.9% | -15.9% |
| 6M | -16.1% | +15.3% | -31.4% | -21.3% |
| YTD | +42.7% | +43.6% | -0.9% | +22.5% |
| 1Y | +68.0% | +42.1% | +26.0% | +44.9% |
| 3Y | +85.8% | +94.0% | -8.2% | +39.8% |
| 5Y | +28.0% | +96.3% | -68.2% | -4.2% |
| All | +1,236.1% | +123.7% | +1,112.4% | +901.4% |
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 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