+82.0%
LSCC vs ARMK
+144.6%
-62.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.6% |
| 7D | +1.3% | -2.4% | +3.7% | +2.8% |
| 30D | -9.7% | 0.0% | -9.7% | -10.1% |
| 3M | -23.7% | +6.7% | -30.4% | -27.5% |
| 6M | +26.5% | +38.8% | -12.3% | -0.7% |
| YTD | +57.5% | +55.2% | +2.3% | +14.4% |
| 1Y | +75.7% | +46.6% | +29.1% | +32.5% |
| 3Y | +19.5% | +112.9% | -93.4% | -34.7% |
| All | +82.0% | +144.6% | -62.6% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling