+1,490.3%
LSCC vs ARMK
+130.7%
+1,359.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.1% | +10.7% |
| 7D | +14.5% | +2.8% | +11.7% | +13.4% |
| 30D | -0.1% | -1.8% | +1.7% | +1.2% |
| 3M | -2.7% | -10.9% | +8.2% | +2.7% |
| 6M | -4.8% | +21.2% | -26.0% | -12.6% |
| YTD | +66.9% | +47.0% | +19.8% | +41.9% |
| 1Y | +85.8% | +42.9% | +43.0% | +60.0% |
| 3Y | +115.6% | +95.0% | +20.6% | +61.8% |
| 5Y | +48.8% | +106.2% | -57.4% | +9.4% |
| 10Y | +1,490.3% | +131.6% | +1,358.7% | +1,081.8% |
| All | +1,490.3% | +130.7% | +1,359.6% | +1,081.8% |
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