+65.9%
LSCC vs ARMK
+44.7%
+21.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.7% |
| 7D | +5.0% | -0.7% | +5.7% | +5.4% |
| 30D | -11.7% | -1.3% | -10.4% | -10.6% |
| 3M | -13.3% | -2.5% | -10.8% | -11.6% |
| 6M | -12.5% | +20.8% | -33.3% | -23.6% |
| YTD | +51.2% | +48.2% | +3.0% | +11.8% |
| 1Y | +65.9% | +45.7% | +20.2% | +24.5% |
| All | +65.9% | +44.7% | +21.2% | +24.5% |
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