+35.1%
LSCC vs ARMK
+106.7%
-71.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +7.0% | +2.7% | +4.3% | +5.1% |
| 30D | -2.3% | -1.5% | -0.8% | -0.6% |
| 3M | -12.5% | -11.6% | -1.0% | -4.2% |
| 6M | -10.6% | +6.7% | -17.3% | -15.0% |
| YTD | +52.7% | +47.4% | +5.3% | +14.6% |
| 1Y | +74.0% | +41.5% | +32.5% | +34.5% |
| 3Y | +104.8% | +95.5% | +9.3% | +17.4% |
| All | +35.1% | +106.7% | -71.6% | -33.9% |
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