+1,708.7%
LSCC vs ARMK
+299.4%
+1,409.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.7% | -7.0% |
| 7D | -4.8% | -10.2% | +5.4% | -0.4% |
| 30D | -27.1% | -9.3% | -17.8% | -23.9% |
| 3M | -23.6% | -11.4% | -12.2% | -19.6% |
| 6M | -19.8% | +11.6% | -31.4% | -23.7% |
| YTD | +33.2% | +37.5% | -4.2% | +17.0% |
| 1Y | +55.2% | +34.9% | +20.3% | +37.4% |
| 3Y | +70.1% | +83.4% | -13.3% | +32.3% |
| 5Y | +19.5% | +87.9% | -68.4% | -7.9% |
| 10Y | +1,164.9% | +117.0% | +1,047.9% | +812.1% |
| All | +1,708.7% | +299.4% | +1,409.3% | +1,147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling