+19.5%
LSCC vs ARMK
+90.4%
-70.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.7% | -5.9% |
| 7D | -4.8% | -10.2% | +5.4% | +2.9% |
| 30D | -27.1% | -9.3% | -17.8% | -21.6% |
| 3M | -23.6% | -11.4% | -12.2% | -16.9% |
| 6M | -19.8% | +11.6% | -31.4% | -26.9% |
| YTD | +33.2% | +37.5% | -4.2% | +4.9% |
| 1Y | +55.2% | +34.9% | +20.3% | +23.8% |
| 3Y | +70.1% | +83.4% | -13.3% | +1.9% |
| 5Y | +19.5% | +87.9% | -68.4% | -37.9% |
| All | +19.5% | +90.4% | -70.8% | -37.9% |
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